So I've just create a Python script to transfer ZenPhoto content to WordPress.
It browse the MySQL database of a ZenPhoto instance and generate an XML file. The XML produced is a WXR file (WordPress eXtended RSS), which mean it can be imported into a WordPress site.
A ZenPhoto album is imported as a post with a
[gallery] tag in it. All images of an album are imported as attachments and tied to the post it belongs to. The script currently doesn't take care of sub-albums, as I didn't had any to migrate.
The script has some dependencies on Python modules. These can easily be installed on Debian by running as
$ sudo aptitude install python-pip python-lxml $ sudo pip install PyMySQL