This isn't a command, but a set of zsh scripts I've written.
I've attached them. If you want to use them, you basically
need to put these files somewhere in your $fpath, autoload
the corresponding functions with

  autoload -U _call_sshagent _call_sshadd kill_sshmasters

call _call_sshagent from your .zlogin and add the following
to your .zlogout:

# Unregister from ssh-agent and kill it if need be.
if [[ -n $SSH_AUTH_SOCK ]] then
  if [[ `whence -w _call_sshagent` == '_call_sshagent: function' ]] then
    _call_sshagent -r
  elif [[ -n $SSH_AGENT_PID ]] then
    eval `ssh-agent -k`
  fi
fi

and use the following wrappers:

ssh()
{
  _call_sshadd "$@"
  command ssh "$@"
}

slogin()
{
  _call_sshadd "$@"
  command slogin "$@"
}

scp()
{
  _call_sshadd "$@"
  command scp "$@"
}

sftp()
{
  _call_sshadd "$@"
  command sftp "$@"
}

Note: here, these wrappers are defined in .zalias (so is the autoload
line I've mentioned above), sourced by my .zshrc file. Also, I've set
SVN_SSH to $HOME/scripts/ssh; this script contains:

source ~/.zshenv
source ~/.zalias
unset DISPLAY
ssh -C "$@"

Note that $HOME/scripts must not be in $path to avoid an infinite
recursion. In fact, it would be more robust to dynamically remove
$HOME/scripts from $path before calling ssh, after resolving hard
and symbolic links. But there should be no problem if you do not
have '.' in your $path or if you have it at the end (having '.'
earlier in $path is a security problem anyway).

This way, one no longer needs to call ssh-agent and/or ssh-add
manually. The passphrase is automatically asked at the first
connection attempt and remembered until the last login shell
exits. However, one still needs to execute

  ssh -fMN <host>

manually for ssh connection caching. You can add lines to some ssh
wrapper to do that automatically, but you need to check for the
corresponding ControlSocket file first, otherwise there will be no
benefit; unfortunately this is not easy... About these problems,
you can see my bug report and followup here:

  http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=335697

Also, note that lsof is used to find the ssh master connection.
If you do not have lsof, the ssh master connection will not be
killed. The kill_sshmasters script has an echo line to let you
know that this connection is killed. So, you know what happens.

Standard disclaimer: use these scripts at your own risks. I've written
them with security in mind, but they haven't be reviewed by anyone
else. Also, I've written them for my config on various machines, and
I'm not sure they work correctly everywhere. You can still check that
ssh-agent is killed when you completely logout with a

  ssh host ps -aef | grep ssh-agent
              ^^^^
or other options depending on your system, and things like that.

-- 
Vincent Lefèvre <vincent@vinc17.org> - Web: <http://www.vinc17.org/>
100% accessible validated (X)HTML - Blog: <http://www.vinc17.org/blog/>
Work: CR INRIA - computer arithmetic / SPACES project at LORIA