Login and Authentication with Zend Framework

I've fielded a number of questions from people wanting to know how to handle authentication and identity persistence in Zend Framework. The typical issue is that they're unsure how to combine:

* An authentication adapter
* A login form
* A controller for login/logout actions
* Checking for an authenticated user in subsequent requests

It's not terribly difficult, but it does require knowing how the various pieces of the MVC fit together, and how to use Zend_Auth. Let's take a look.