Using the default emulators, these systems confirmed to work with ZIPped games because I use them.
Gameboy
Gameboy Color
Gameboy Advance
NES
SNES
GameGear
MasterSystem
Genesis/Megadrive
PC Engine
MAME
Atari ST
Amiga (using UAE4Arm, not tested with UAE4All)
These need to be unzipped :-
SegaCD ISO’s
SCUMMVM
Commodore 64
ZX Spectrum (Using FUSE, they might work zipped with lr-FUSE)
These are all the systems that I use, I haven’t tested any others. (Most of these aren’t even listed as zip compatible on the Wiki but they do work fine).