Hi. I've just written a blog post on integrating ZenPhoto into Wordpress. I'm using the same method described by Steffen Rusitschka in his excellent tutorial but I've added the following things:

1. Ability to make inline javascript work correctly
2. Enable you to edit your zenphoto theme files directly in the Wordpress Theme Editor
3. Plugin to add a ZenPhoto admin link to your WP admin interface
4. All files packaged up with easy installation instructions, no need to understand how the code behind it works.

You can find the tutorial at:
http://tech.einaregilsson.com/2007/08/06/integrating-zenphoto-into-wordpress/