Zero in tennis is called 'love' because of the zero's resemblence to an egg. Since the scoring in tennis was believed to have originated in France and an egg of course is called 'un eoef' in French, when tennis terms were anglicized, 'eoef' became 'love'.
I saw the expression "break the duck" in a badminton story in the KL Star two or three months ago. This also has to do with eggs, and means to make your first score after playing at zero for a while. The duck is a duck egg, because the zero looks like a big duck egg. I'm not kidding. I asked a reference librarian to look it up.
in cricket if you got bowed out without getting any runs, it is called a golden duck. at least that's what i remember from the cricket folks back in school. the Brits among us can probably confirm that...