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A spambot has discovered my blog and posts hundreds of comments every day. Captchas could solve this problem.
That's something you can add to your post templates using the recaptcha-client. I don't think this is something that needs to be added to the core of the application. That will be Julien's call, but I think it better to leave it up to you as the developer to add what you need.
I totally agree with Bjorn, this feature should not be implemented in the core of the application.
One question, do you have read this section of the documentation ? http://docs.django-blog-zinnia.com/en/latest/topics/spam_checker.html
Akismet either doesn't work or it doesnt filter the spam