Create Zip File with multiple files C#

Move

zipBytes = compressedFileStream.ToArray();

To after the archive has been disposed so that all data is flushed to the underlying stream.

public <ActionResult> SomeFunction() {
    var invoices = GetInvoices();
    WebClient client = new WebClient();
    byte[] zipBytes = null;

    using (var compressedFileStream = new MemoryStream()) {
        using (ZipArchive zipArchive = new ZipArchive(compressedFileStream, ZipArchiveMode.Create, leaveOpen: true)) {
            foreach (var invoice in invoices) {
                // This has correct values.
                byte[] fileBytes = client.DownloadData(invoice.XmlUri);

                // Create the instance of the file.
                var zipEntry = zipArchive.CreateEntry(invoice.XmlFileName);

                // Get the stream of the file.
                using (var entryStream = new MemoryStream(fileBytes))

                // Get the Stream of the zipEntry
                using (var zipEntryStream = zipEntry.Open()) {
                    // Adding the file to the zip file.
                    entryStream.CopyTo(zipEntryStream);
                }
            }            
        }
        zipBytes = compressedFileStream.ToArray();
    }
    return File(zipBytes , System.Net.Mime.MediaTypeNames.Application.Octet, "test.zip");
}

Reference ZipArchive.Dispose()

This method finishes writing the archive and releases all resources used by the ZipArchive object. Unless you construct the object by using the ZipArchive(Stream, ZipArchiveMode, Boolean) constructor overload and set its leaveOpen parameter to true, all underlying streams are closed and no longer available for subsequent write operations.

When you are finished using this instance of ZipArchive, call Dispose() to release all resources used by this instance. You should eliminate further references to this ZipArchive instance so that the garbage collector can reclaim the memory of the instance instead of keeping it alive for finalization.