JavaScript implementation of Gzip
Edit There appears to be a better LZW solution that handles Unicode strings correctly at http://pieroxy.net/blog/pages/lz-string/index.html (Thanks to pieroxy in the comments). I don’t know of any gzip implementations, but the jsolait library (the site seems to have gone away) has functions for LZW compression/decompression. The code is covered under the LGPL.