On the PHP::Impact blog there's a recent post looking at using the popular unit testing PHP framework PHPUnit to test Zend Framework controllers.

Testing a Web application is a complex task, because a Web application is made of several layers of logic. Unit testing a Zend Framework controller can be very difficult, specially for those who are not familiar with the Zend Framework. You can test your action controllers using Zend_Test and/or PHPUnit. Zend_Test allows you to simulate requests, insert test data, inspect your application's output and generally verify your code is doing what it should be doing.

He opts for the second one and includes the directory structure you'll need to set up the tests, an example bootstrap file and a simple controller (AllTests). A simple test example is also included that checks a few things - if its the default action, the first action, parameter names and method names.