Zadora was born Pia Alfreda Schipani in Hoboken, New Jersey. Her mother, Saturnina "Nina" (née Zadorowski), was a theatrical wardrobe supervisor who worked for Broadway productions, the Metropolitan Opera, and the New York City Opera, and her father, Alphonse Schipani, was a violinist. She is of Polish maternal and Italian paternal descent. She adapted part of her mother's maiden name as her stage name. Zadora appeared as a child actress with legendary Broadway star Tallulah Bankhead in Midgie Purvis. She attended elementary and middle school in Forest Hills, New York, at Our Lady Queen of Martyrs, the same parochial school as Ray Romano and David Caruso. She played the youngest sister (Bialke) in the Broadway production of Fiddler on the Roof (1964-1966).