Zero

Zero is Jack's pet ghost-dog who serves as the tritagonist of Tim Burton's The Nightmare Before Christmas and the titular protagonist of the graphic novel sequel 0 Journey. This shows the leaders of the holiday worlds, in both the movie and the games. Thus far only four have been seen; Jack Skellington (Halloween), Santa Claus (Christmas), the Easter Bunny (Easter) and Oogie Boogie (Bug Day). Zero has a glowing orangish-yellow pumpkin nose, an obvious Halloween spin on Rudolph the Red-Nosed Reindeer. Zero helps guide his master Jack Skellington through the fog on Christmas Eve. Zero has a doghouse gravestone in the graveyard seen before Jack enters the Hinterlands.

In the movie, Jack finds the door to Christmas Town while he is taking Zero for a walk. Later, when Jack wants to take off to deliver presents, Zero has to light the way because of the thick fog, similar to Santa and Rudolph. At the end of the movie, Jack and Sally kiss each other as Zero looks at them and flies into the air, transforming into a star.

Trivia

Interestingly enough, it is implied in the movie that Zero still needs to breathe, as when you see him asleep in his basket in Jack's tower, part of his sheet-like body around his chest moves up and down.

When Zero is happy, he can wag his "tail", or flip in circles happily.

It's a common misconception that Zero's nose is a red bulb exactly like Rudolph the Red-Nosed Reindeer, however it was always a small Jack 'O Lantern as is evidenced in behind the scenes images of the original puppet and subsequent merchandise and media.

From The Nightmare Before Christmas Wiki