Just as the title asked. I'm considering purchasing a first-party sense hat, and I'd like to know if it works with the Raspberry Pi Zero and the Raspberry Pi 2 Model B.
Quoting from the Adafruit product page
Note: The Raspberry Pi Sense HAT is compatible with the Raspberry Pi 3, Raspberry Pi 2, Model B+, and Model A+, but NOT the earlier 26-pin models of Raspberry Pi 1 Model B & A's. Pi not included!
This forum post mentions getting the sense hat to work with the Pi Zero and older versions of the Raspbian software, but it looks like this has already been updated and should no longer present a problem.
So yes the sense hat will work with the PI Zero and Pi 2. It may need some software updates to work with the Pi Zero.