In some countries, there are different procedures designed around an ILS.
For example, there might be a procedure turn based on tracking an NDB bearing outbound to somewhere, and then an interception of the localizer - and this will get an identifying letter - "Z" in this case. Another procedure might lead to the glide slope intercept directly from a VOR that is not co-located to the above mentioned NDB. This procedure might then be called ILS "Y".
Occasionally there might also be different tracks to be flown when going around, based on the letters identifying the ILS.
Other countries will rather use the "via" or "transition" phraseology to differentiate different procedures around common approaches.