Actually ZF has ann ORM - Zend_Db_Table, but this is not an implementation of Active record as it is with rails, but Table/Row data gateway design pattern.
Also, because ZF is a component framework using some of the existing solutions is very easy. Just stick doctrine or propel in you lib directory and you have an ActiveRecord based ORM solution.

(not 100% sure, but about 99% )

Regards