There are a few systems you can use zip files with here they are. There are issues with segacd and possibly other systems if the roms are large since the emulator has to hold the extracted rom in memory and the pi doesn’t have a ton of memory.
pi@raspberrypi ~ $ grep -B1 .zip /etc/emulationstation/es_systems.cfg
<path>~/RetroPie/roms/atari2600</path>
<extension>.a26 .A26 .bin .BIN .rom .ROM .zip .ZIP .gz .GZ</extension>
—
<path>~/RetroPie/roms/c64</path>
<extension>.crt .CRT .d64 .D64 .g64 .G64 .t64 .T64 .tap .TAP .x64 .X64 .zip .ZIP</extension>
—
<path>~/RetroPie/roms/fba</path>
<extension>.zip .ZIP .fba .FBA</extension>
—
<path>~/RetroPie/roms/mame</path>
<extension>.zip .ZIP</extension>
—
<path>~/RetroPie/roms/neogeo</path>
<extension>.zip .ZIP .fba .FBA</extension>
—
<path>~/RetroPie/roms/megadrive</path>
<extension>.smd .SMD .bin .BIN .gen .GEN .md .MD .zip .ZIP</extension>
—
<path>~/RetroPie/roms/segacd</path>
<extension>.smd .SMD .bin .BIN .md .MD .zip .ZIP .iso .ISO</extension>
—
<path>~/RetroPie/roms/sega32x</path>
<extension>.32x .32X .smd .SMD .bin .BIN .md .MD .zip .ZIP</extension>