Ripped from Fedora.

http://bugs.gentoo.org/90626

--- zgrep.in
+++ zgrep.in
@@ -24,7 +24,7 @@
 
 PATH="BINDIR:$PATH"; export PATH
 
-prog=`echo $0 | sed 's|.*/||'`
+prog=`echo "$0" | sed 's|.*/||'`
 case "$prog" in
 	*egrep)	grep=${EGREP-egrep -a}	;;
 	*fgrep)	grep=${FGREP-fgrep -a}	;;
@@ -112,12 +112,15 @@
   fi
   $uncompress -cdfq "$i" |
     if test $files_with_matches -eq 1; then
-      $grep $opt "$pat" > /dev/null && echo $i
+      $grep $opt "$pat" > /dev/null && printf "%s\n" "$i"
     elif test $files_without_matches -eq 1; then
-      $grep $opt "$pat" > /dev/null || echo $i
+      $grep $opt "$pat" > /dev/null || printf "%s\n" "$i"
     elif test $with_filename -eq 0 && { test $# -eq 1 || test $no_filename -eq 1; }; then
       $grep $opt "$pat"
     else
+      i=${i//\\/\\\\}
+      i=${i//|/\\|}
+      i=${i//&/\\&}
       if test $with_filename -eq 1; then
 	sed_script="s|^[^:]*:|${i}:|"
       else