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Zope has built-in sessions support, has had since 2.5.0. However, in the best Zope tradition, the documentation has been a bit spotty, and I was experiencing some major frustration because of this. Someone else on #zope was just asking about this too.

Not to worry: there is, this time, documentation. You just have to find it. The correct solution is the Zope Book, 2.6 Edition, under development. It's not easy to find; I found it via a mailing list archive where there was a link to it, and after that located the link at Zope.org.

So, the correct path is: Zope web site -> The Zope Book (2.5 Edition) -> Other versions of this book -> The Zope Book (2.6 Edition) -> Chapter 19: Sessions. Congrats, you are there.