Preheat the oven to 325 degrees. Grease two 8×4″ loaf pans and line the bottoms with parchment paper, set aside.
For filling: Beat together cream cheese and sugar in a small mixing bowl till smooth. Add flour, egg, and orange zest. Beat till creamy; set aside.
For batter: In large mixing bowl, beat pumpkin, oil, and eggs. Whisk together sugar, flour, soda, salt, and cinnamon. Stir into pumpkin mixture.
Add about a fourth of the batter to each pan. Carefully spread the filling mixture over the batter in each pan. Spread the remaining batter over the filling in each pan.
Bake at 325° for 50-60 minutes or until a toothpick inserted in the middle comes out clean. Cool in pans for 5-10 minutes, then remove to wire racks to cool.