In a large, nonreactive skillet, heat the olive oil. Add the chopped shallots and season with salt and pepper. Cook over moderate heat until softened, about 3 minutes. Add 1/4 cup of the wine and cook until evaporated, about 2 minutes. Stir in the corn and 1/2 cup of water. Cover and cook until the corn is tender, about 4 minutes. Stir in the zucchini and cook until heated through, about 2 minutes. Season with salt and pepper, cover and keep warm.