arcpy.ListFiles("*.zip")
[u'C:\\GIS\\94\\CopyHome.zip', u'C:\\GIS\\94\\dd.zip', u'C:\\GIS\\94\\ESRI_AGOL_StreetMap_Web_Kit.zip', u'C:\\GIS\\94\\Python25.zip', u'C:\\GIS\\94\\Screenshots.zip', u'C:\\GIS\\94\\Topology.zip']
Cool functionality, no more glob.