An unexpected presence of ferromagnetic (FM) ordering in nanostructured nonmagnetic metal oxides has been reported previously. Though this property was attributed to the presence of defects, systematic exptl. and theor. studies to pinpoint its origin and mechanism are lacking. While it is widely believed that oxygen vacancies are responsible for FM ordering, surprisingly we find that annealing as-prepd. samples at low temp. (high temp.) in flowing oxygen actually enhances (diminishes) the FM ordering. For these reasons, we have prepd., annealed in different environments, and measured the ensuing magnetization in micrometer and nanoscale ZnO with varying crystallinity. We further find from our magnetization measurements and ab initio calcns. that a range of magnetic properties in ZnO can result, depending on the sample prepn. and annealing conditions. For example, within the same ZnO sample we have obsd. ferro- to para- and diamagnetic responses depending on the annealing conditions. We also explored the effects of surface states on the magnetic behavior of nanoscale ZnO through detailed calcns.