Preheat the oven to 170C/325F/Gas 3. Grease and line a 8in/20cm square cake tin.
For the brownies, melt the chocolate and butter in a bowl set over a pan of simmering water. (Do not let the base of the bowl touch the water.) Remove the bowl from the pan and set aside to cool slightly.
Whisk the eggs, caster sugar and coffee in a bowl until well combined. Sift in the flour and chocolate mixture and mix until well combined.
For the cheesecake, beat the cream cheese, caster sugar, egg and orange zest until smooth.
Spoon the brownie mixture into the cake tin then spoon the cheesecake mixture on top and use a knife to cut lines into the mixture to create a marble effect.
Bake in the oven for 25-30 minutes, or until just set. Remove the tin from the oven, set aside to cool completely, then cut into squares