Measurements of low temperature transport and thermodynamic properties have been used to characterize the non-Fermi liquid state of the itinerant ferromagnet ZrZn$_2$. We observe a $T^{5/3}$ temperature dependence of the electrical resistivity at zero field, which becomes $T^2$ like in an applied field of 9 T. In zero field we also measured the thermal conductivity, and we see a novel linear in $T$ dependence of the difference between the thermal and electrical resistivities. Heat capacity measurements, also at zero field, reveal an upturn in the electronic contribution at low temperatures when the phonon term is subtracted. Taken together, we argue that these properties are consistent with a marginal Fermi liquid state which is predicted by a mean-field model of enhanced spin fluctuations on the border of ferromagnetism in three dimensions. We compare our data to quantitative predictions and establish this model as a compelling theoretical framework for understanding ZrZn$_2$. ; Comment: 10 pages, 10 figures