I was wondering if anyone knows of a way to have private wordpress galleries that are accessible only to users that are registered on your wordpress blog? I know the 2.6RC of ZP supports user groups so i'm wondering if there's a way to somehow share users between wordpress and zenphoto.

The user access system for Zenphoto is replaceable by a custom version. Please see lib-auth.php for details. One could replace it with a version which interfaced with Wordpress. However, I know of no one who has done that.

Note quite true, there has been an older tool by a user that combined Wordpress and Zenphoto login but it is quite old so probably will not work with the current versions of both. But maybe a start to look if you really need it:
http://www.zenphoto.org/2008/01/wordpress-plugins/#zenphotosingle