  We consider zero-delay single-user and multi-user source coding with average
distortion constraint and decoder side information. The zero-delay constraint
translates into causal (sequential) encoder and decoder pairs as well as the
use of instantaneous codes. For the single-user setting, we show that optimal
performance is attained by time sharing at most two scalar encoder-decoder
pairs, that use zero-error side information codes. Side information lookahead
is shown to useless in this setting. We show that the restriction to causal
encoding functions is the one that causes the performance degradation, compared
to unrestricted systems, and not the sequential decoders or instantaneous
codes. Furthermore, we show that even without delay constraints, if either the
encoder or decoder are restricted a-priori to be scalar, the performance loss
cannot be compensated by the other component, which can be scalar as well
without further loss. Finally, we show that the multi-terminal source coding
problem can be solved in the zero-delay regime and the rate-distortion region
is given.
