In the case that anyone else has Zenphoto hosted on their own domain, and wants to show their photos on Tumblr, here are some hints. (I'm posting this as a reminder to myself, as much as to help others!)
As an example, I have a series of photos at http://daviding.tumblr.com . I just posted http://daviding.tumblr.com/post/45525414489/akistudio-chingchongchinaman-cast .
To do this, I went to my Dashboard on http://tumblr.com , and selected "Photo", which brings up http://www.tumblr.com/new/photo . In a separate browser (Chrome) window, I brought up the Zenphoto image that I wanted to insert, from http://daviding.com/webphotos/201303h-ChingChongChinaman/di_20130315_213940_akistudio_chingchongchinaman_cast.jpg.php .
On the Tumblr "New Photo" page, there's a "URL" link that brings up a field, into which I copied from Zenphoto the "Copy Image URL" by hovering over the 475px photo to get http://daviding.com/webphotos/cache/201303h-ChingChongChinaman/di_20130315_213940_akistudio_chingchongchinaman_cast_475.jpg . After this image showed up on the Tumblr "New Photo" page, an icon for a click-through link appeared, into which I copied the Zenphoto page URL of http://daviding.com/webphotos/201303h-ChingChongChinaman/di_20130315_213940_akistudio_chingchongchinaman_cast.jpg.php .
As an addition step on the Tumblr "New Photo" page, there's a gear icon in the upper right. I copied in the "Content Source" as the whole Zenphoto Gallery of http://daviding.com/webphotos/201303h-ChingChongChinaman/ , and wrote a slight more descriptive URL.
After that, inserting text below the image was relatively straightforward.
I had to do this a few times (since the last I had done it was a week ago). I was getting error messages about "Error uploading photo", probably because instead of using the "Copy Image URL", I was using the "Copy Link Address".
This procedure is more complicated than the prior procedure where I uploaded photos to Flickr, and then used a simple one-button push to publish that to Tumblr (see instructions at http://mashable.com/2011/03/30/flickr-tumblr-sharing/ ). An example of that appears at http://daviding.tumblr.com/post/35901148420/helsinki-airport-design-camp-on-flickr . I may continue to do so for low grade smartphone snapshots, but I've now caught up on my Zenphoto processing (motivated by a new Panasonic G5 camera). Having Flickr as a duplicate of Zenphoto content is feasible, but seems a waste.