On October 3rd the European Union Agency for Law Enforcement Cooperation (Europol) published a report on online crime. In part of the report, Europol talked about the growing role of zcash, monero, and Ethereum in cybercrime.
Proof that these cryptocurrencies are used in cybercrime is AlphaBay, the largest darknet market which was shut down early this year. It accepted bitcoin, monero, and ethereum and was in the process of adding zcash but was shut down before it could.
The report (2017 Internet Organised Crime Threat Assessment) looked at past uses of these cryptocurrencies in internet crime and analyzed the potential for their future use.