I'm told that zucchini and pumpkin are actually the same species though, and if you plant seeds collected from a pumpkin plant that was next to a zucchini plant, then you get some very strange fruit from that plant!

Yes. Zucchini and most of the squashes (crookneck etc) known in the US as "summer squash" are all cultivars of the same species, Cucurbita pepo -- much in the same way that all domesticated dog varieties are classed as the same species. Interbreed them and you get weird stuff. A couple of closely-related Cucurbita species produce the winter squashes and the orange Halloween-style pumpkins. The melon, watermelon, and cucumber are less closely-related, but still in the same family, Cucurbitaceae.

It seems ages since we had a good food thread!

Peter