Found this amazing item on continental's baggage allowance:
ZAMZAM Water
Continental Airlines will accept one jerry can containing up to 10 liters (2.64 gallons) of ZamZam water as checked baggage at no extra charge.
The jerry can must be properly packed in a plastic covering to avoid leakage and damage to other bags.
Jerry cans containing ZAMZAM water are not permitted as carry-on or in cabin baggage.
If more than one jerry can is checked, the extra jerry cans will be subject to excess baggage charges.
--------

Now I would expect that Zamzam water can only be brought from Mecca, but the website doesn't say that, so in theory you bring a jerry-can to any airport and label it ZamZam water and bring it aboard. 10 Liters weighs about 21 pounds. I guess this would come in handy if you need to transport some fish, you could get a free allowance to bring them, just label the water as Zamzam water. I would expect that most checkin clerks have no idea in the world what Zamzam water is anyway.