It would be very useful to make Zabbix Agent immune to the Linux oom_killer, as it would allow the agent to keep collecting and sending data to the server, even when the monitored hosts are running out of memory.
It could be as simple as adding a line to the startup (init.d) script which would set the oom score value of -17 on /proc/PID/oom_adj or -1000 for /proc/PID/oom_score_adj (/proc/PID/oom_adj is being deprecated).

The following link provides some information on how these two files are used: https://www.kernel.org/doc/Documentation/filesystems/proc.txt (section 3.1)

Attached is a proposed solution for modifying the init script (tested and working on CentOS 6.4).