Z couplers

Micro Trains and formerly Kadee have always made Z-scale cars with both styles of couplers installed.
The boxes which are marked -2 after the car catalogue number indicates the car has Micro Trains Couplers installed.

Märklin has an (ill reputed) decoupler track, but for reliable coupling/de-coupling  you'll have to use Kadee Magne-Matic couplers
and magnets. (901/902 and 921)

If you want to convert MT cars with Marklin couplers to the Kadee type, just buy some KD 905 couplers.
They are ready made (assembled).  All you have to do is remove the Marklin couplers by removing
the trucks and lifting out the M  coupler, then drill and tap a hole (pre located) and screw on the 905, and
reinstall the trucks.  It takes about 20-30 minutes after the first one.
 

On Märklin truck mounted couplers you can use the MT 902 short shank couplers.  On body mount couplers the 901 medium
shank might be better for tight curves.

The short shank conversion makes a noticeable difference in the distance between cars and locomotives.

902's have been used successfully on the 0-6-0 tank loco, on streamline passenger cars, on the US steam engine tenders and on Märklin USA cupola cabooses.
 

Marklin couplers: