Check the sources it has a zlib directory, and libcxcore has the copy of zlib exported.
It's 1.2.3 per headers and README. Will take care of it with next OpenCV bump, if not sooner
Attached is a combined lapack/zlib patch against OpenCV-2.1.0. Building bundled lapack is controlled through cmake variable BUILD_LAPACK (set ON by default w.r.t. to upstream behaviour), bundled zlib was removed completely. The patch includes FindLAPACK.cmake and FindBLAS.cmake, which are slightly modified to remove the dependency on fortran.
Created attachment 248840 [details] lapack/zlib patch against OpenCV-2.1.0
Fixed in 2.2.0 in kde overlay. Will be moved to main tree soon.