Also predates Judaism. But there are archeological records and old books.
I'm not sure how direct the lineage is, but there are some very strong similarities with certain modern middle-east based religious practices. In particular, the Aryan (no noticable connection to the goofy racial theories of certain Germans) heresy, AKA the eternal struggle between good and evil with the physical world being pretty much entirely evil. I don't remember a lot of details, other than Mazda being the name of the god of light and all that is good.
There was a really fun series of science fiction humor books in which the central character, Bill the Galactic Hero, was a Zoroastrian fundimentalist. Less funny after reading what some real Zoroastrian fundimentalists had to say. Suffice it to say that the perverse fixation on sexual rules that lead to eternal damnation when broken is apparently quite a bit older than the assignment of a number less than 2 to the transcendant. And that the christian Dante was considerably mellower than his ancient predecessor.