Zambia is about 39 times bigger than New Jersey.

New Jersey is approximately 19,211 sq km, while Zambia is approximately 752,618 sq km, making Zambia 3,818% larger than New Jersey. Meanwhile, the population of New Jersey is ~8.8 million people (10.9 million more people live in Zambia).
Tip: This to-scale comparison of New Jersey vs. Zambia uses the Mercator projection, which distorts the size of regions near the poles.