Zulily is an American e-commerce company. Headquartered in Seattle, Washington, Zulily sells clothing, toys, and home products. Zulily was started in 2009 by Blue Nile executives Mark Vadon and Darrell Cavens.Zulily is an American e-commerce company. Headquartered in Seattle, Washington, Zulily sells clothing, toys, and home products. Zulily was started in 2009 by Blue Nile executives Mark Vadon and Darrell Cavens.