The first affair to talk about was with the human Io. Zeus was having a affair with Hera with Io to cover up his scheme Zeus covered the area in clouds. Hera grew suspicious so Zeus turned Io into a cow and Hera asked for it as a gift. Zeus gave Io to her afraid he'd be caught and Hera sent Io off to a island to be watched by Arges. Who has over 100 eyes.
Europa is the daughter of king Agenor and has the continent of Europe named after her. She had a dream where to continents where fighting over where she should live, she couldn't sleep because of this so she went with her friends on a walk. Zeus had been watching over the country when he noticed Europa. He transformed into a pretty white bull and lured Europa onto his back. As soon as she got on he ran into the ocean saying that she would give him lots of good sons and daughters that he could be proud of including Minos the first and Rhadamanthus.
Semele was a the ism princess and the only mortal to give birth to a god (who is Dionysus). Hera who was jealous that Zeus had cheated on her killed Semele.
Callisto was a nymph, one of Artemis's hunting attendants, so she couldn't get laid. Zeus fell in love with her so he turned into Artemis and took advantage with her. She was turned into a bear by Zeus while trying to hide his affair or by Hera because she was jealous, or by Artemis being angry because she lied.