.zfill() is implemented for both strings and Unicode, .capwords() only for Unicode. Both are disabled, though. I talked with Guido about these methods and we decided to leave those two methods disabled in the implementation. They just don't provide much extra generally useful functionality.
Exactly. There's a price to pay for adding methods, and I think these two are below the threshold.
--Guido van Rossum (home page: http://www.python.org/~guido/)