Zero is, in fact, even.
There are several ways to prove this.
First (as it's already been discussed), any even number is an integer that, when divided by two, will yield another integer.
0 / 2 = 0.
And yes zero IS an integer. The set of integers is all whole numbers, negative and positive: {...-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5...}
So, dividing by two yields zero, which IS an integer, therefor zero is even.
Also, to add to the pot, there are actually "degrees of eveness" in which some numbers can be 'more even' than others. This basically just means, how many powers of 2 can that number be divided by. For example, 12 would be "doubly even" as it is divisible by 2 and 4. Zero, would then be the most even number ever as it is divisible by ALL powers of 2!
Also, to throw a little abstract algebra into the mix, we can also show that zero is an even number here too. In abstract algebra, we know that the sum of any two even integers must also be even. 2 + 4 = 6 and 6 is even. But also, you have negative numbers to consider. -16 + 20 = 4 and 4 is even. Well, consider 2 and -2. Both are even and -2 + 2 = 0. So, by this definition, 0 must also be even.
(You can also make this same sort of argument with the sum of any two odds being an even).
*Math-rant over*