Pumpkins belong to the genus Cucurbita whereas zucchini and squash, at least what most Australians call squash, belong to the genus Cucumis so pumpkins will not cross with zucchini or squash but zucchini and squash will cross with each other.
Among the pumpkins, there are several different species all within the genus Cucurbita. Some will cross with one another but not others. For instance you could grow Queensland Blue, Cucurbita maxima, and Waltham Butternut, Cucurbita moschata, side by side and they'd probably not cross with each other.
Crossing is only relevant if you want to save seed and keep the variety pure.
Hope this helps.
Ray

Don't know what I was thinking! Forget the above.

Pumpkin, squash and zucchini all belong to the same genus, namely Cucurbita. There are four main species:
Cucurbita maxima - pumpkins like Queensland Blue
Cucurbita moschata - pumpkins like Waltham Butternut
Cucurbita mixta - pumpkin like Green Striped Cushaw but this species is not common in Australia
and finally
Cucurbita pepo - pumpkins like Winter Luxury Pie, squash like Lemon Squash, marrows and of course zucchinis.

There is some doubt as to which will cross with which. They will certainly cross within a species so a variety of zucchini will cross with the pumpkin Winter Luxury Pie or any marrow or squash. Cucurbita mixta will cross with Cucurbita moschata but neither will cross with the other two according to most authorities and Cucurbita maxima and Cucurbita pepo will not cross with each other.
What this boils down to is this. You can happily grow Queensland Blue, Waltham Butternut and Lebanese zucchini together and be pretty certain that if you bother to collect seed for next year, you'll get the same again.
If you grow two varieties of zucchini and a squash side by side, then seed saved may well be crossed so what you get next year and subsequent years will be a surprise.
If you're not collecting seed then it doesn't matter what you grow where.
Hope this helps and sorry for the first aberrant post.
Ray

Hi Kylie
Basically you need to know (with pumpkins...Curcurbits species) which variety you have and for purity you do not plant two of the same variety...saying that there is another problem in that two of the varieties (C.moschata and C. mixta I think are not wholley guaranteed to not mix)
As Ray says it does not matter if you are not collecting the seeds for reuse
The problem is that with some species and in particular with the C.pepo varieties (vars.) there are some that look like pumpkins, some like squash, and all the zucchinis belonging to this group (species)
There is a fifth species...Curcubita ficifolium which has only one known variety and that is the perrenial called Chilacayote a rather unknown but excellent fruit...vary versatile too
For a good reference and an excellent list of which pumpkins and squashes and zucchinis and marrows gourds etc and which ones cross with which try reading "Seed to Seed" by Suzanne Ashworth
cheers
Peter

Thanks Ray and Peter for your help!
kylie