I found out that Pyglet has class with which I can load zip files: http://www.pyglet.org/doc/api/pyglet.resource.ZIPLocation-class.html
There is how I use it:
myzip = zipfile.ZipFile('testzip.zip')
myzip = pyglet.resource.ZIPLocation(myzip, '')
myzip = myzip.open('test.png', mode='rb')
But what it returns is <StringIO.StringIO instance at 0x41ec670>
so I can't use in the way I use pyglet.resource.image. I get actually that file as plain text. Is there any method to convert it?