APL (Dyalog Unicode), 22 bytes

≢={≢∪∊↓∘⍳/¨⍸∘.=⍨0,+⍵}

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Same byte count as Jo King's, but totally different approach.

How it works

≢={≢∪∊↓∘⍳/¨⍸∘.=⍨0,+⍵}  ⍝ Input: integer vector
  {             0,+⍵}  ⍝ Cumulative sum and prepend 0
            ∘.=⍨        ⍝ Self outer product by equality
           ⍸            ⍝ Extract coords of ones; (a,b) with a>b is included
                        ⍝ iff the interval [b+1..a] has zero sum
      ↓∘⍳/¨  ⍝ For each coord, [b+1..a] if a>b, empty vector otherwise
   ≢∪∊       ⍝ Count unique values
≢=           ⍝ Is the count same as the length of the original array?

Python 3, 99 bytes

lambda a,r=range:len({k for j in r(len(a)+1)for i in r(j)if sum(a[i:j])==0for k in r(i,j)})==len(a)

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Creates a set of all indices which are part of a zero sum. Then checks if all indices are present.

APL (Dyalog Unicode), 22 20 bytes

-2 bytes thanks to Bubbler

∧/∨⌿↑0={×⌽+⌽⍵}¨,⎕

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Explanation

                 ,⎕      ⍝ All prefixes of the input 
       {       }¨         ⍝ Map each to
          ⌽+⌽⍵           ⍝ The sum of each postfix 
        ×                ⍝ Scan multiplied, spreading any zero sums to the other elements in the sub-array
     0=                   ⍝ Map zeroes to true
    ↑                     ⍝ Mix the arrays into a 2D matrix
∧/∨⌿                      ⍝ Do all columns have at least one true value?

JavaScript (ES6), 102 bytes

a=>(g=f=>a.map((_,i)=>f(i)))(i=>g(j=>j<i||(t+=a[j])||g(k=>b[k]&=k<i|k>j),t=0),b=g(_=>1))&&!/1/.test(b)

Computes the partial sums for all the elements i..j inclusive, and resets the relevant elements of b from 1 to 0 when it finds a zero sum, finally checking that there are no 1s left.

PHP, 104 bytes

Brute force and still over 99 bytes. :-(

for($p=$r=$c=$argc;$s=--$p;)for($i=$c;$s&&$k=--$i;)for($s=0;$k<$c&&($r-=!$s+=$argv[$k++])&&$s;);echo!$r;

takes input from command line arguments, 1 for truthy, empty for falsy. Run with -r.

breakdown

for($p=$r=$argc;$s=$p--;)   # loop $p from $argc-1 to 0 with dummy value >0 for $s
    for($i=$p;$s&&$k=$i--;)     # loop $i (slice start) from $p to 1, break if sum is 0
        for($s=0;                   # init sum to 0
            $k<$argc                # loop $k (slice end) from $i to $argc-1
            &&($r-=!$s+=$argv[$k++])    # update sum, decrement $r if sum is 0
            &&$s;);                     # break loop if sum is 0
echo!$r;                    # $r = number of elements that are not part of a zero-sum slice

$argv[0] contains the filename; if run with -r, it will be - and evaluate to 0 for numeric ops.

Clojure, 109 bytes

#(=(count %)(count(set(flatten(for[r[(range(count %))]l r p(partition l 1 r):when(=(apply +(map % p))0)]p))))

Generates all partitions which sum to zero, checks that it has "length of input vector" distinct indices.

J, 36 35 bytes

#*/@e.[:;]({:*0=[:+/{.)@|:.@,.#

For every subsum I add the element's indexes and I keep the indexes iff subsum is 0 and then check whether every index is present.

Trick: 1-based indexes of a list can be generated with # i.e. length of every prefix.

Usage:

   (#*/@e.[:;]({:*0=[:+/{.)@|:.@,.#) 2 _1 _1 2
1
   (#*/@e.[:;]({:*0=[:+/{.)@|:.@,.#) 2 _1
0

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Python, 86 Bytes

def f(l):
 r=range(len(l))
 if[i for i in r for j in r if sum(l[j:j+i+1])==0]:return 1

Truthy = 1 Falsy = None

Haskell, 94 bytes

import Data.Lists
g x=(1<$x)==(1<$nub(id=<<[i|(i,0)<-fmap sum.unzip<$>powerslice(zip[1..]x)]))

Usage example: g [-11,8,-2,-6,2,-12,5,3,-7,4,-7,7,12,-1,-1,6,-7,-4,-5,-12,9,5,6,-3] -> True.

How it works (let's use [-1,1,5,-5] for input):

        zip[1..]x  -- zip each element with its index
                   -- -> [(1,-1),(2,1),(3,5),(4,-5)]
      powerslice   -- make a list of all continuous subsequences
                   -- -> [[],[(1,-1)],[(1,-1),(2,1)],[(1,-1),(2,1),(3,5)],[(1,-1),(2,1),(3,5),(4,-5)],[(2,1)],[(2,1),(3,5)],[(2,1),(3,5),(4,-5)],[(3,5)],[(3,5),(4,-5)],[(4,-5)]]
    <$>            -- for each subsequence
   unzip           --   turn the list of pairs into a pair of lists
                   --   -> [([],[]),([1],[-1]),([1,2],[-1,1]),([1,2,3],[-1,1,5]),([1,2,3,4],[-1,1,5,-5]),([2],[1]),([2,3],[1,5]),([2,3,4],[1,5,-5]),([3],[5]),([3,4],[5,-5]),([4],[-5])]
  fmap sum         --   and sum the second element
                   --   -> [([],0),([1],-1),([1,2],0),([1,2,3],5),([1,2,3,4],0),([2],1),([2,3],6),([2,3,4],1),([3],5),([3,4],0),([4],-5)]
 [i|(i,0)<-    ]   -- take all list of indices where the corresponding sum == 0
                   -- -> [[],[1,2],[1,2,3,4],[3,4]]
 id=<<             -- flatten the list
                   -- -> [1,2,1,2,3,4,3,4]
nub                -- remove duplicates
                   -- -> [1,2,3,4]

(1<$x)==(1<$    )  -- check if the above list has the same length as the input list. 

Python, 123 120 bytes

_{-3 bytes thanks to @Zgarb}

Populates a list with the same size as the input with zero-sum slices and overwrites according to indexes, returning its equality to the original at the end.

def f(l):
 s=len(l);n=[0]*s
 for i in range(s):
  for j in range(i,s+1):
   if sum(l[i:j])==0:n[i:j]=l[i:j]
 return n==l

JavaScript (ES6), 109 bytes

f=([q,...a],b=[],c=[])=>1/q?f(a,[...b,0].map((x,i)=>x+q||(c=c.map((n,j)=>n|i<=j)),c.push(0)),c):c.every(x=>x)

Test snippet

f=([q,...a],b=[],c=[])=>1/q?f(a,[...b,0].map((x,i)=>x+q||(c=c.map((n,j)=>n|i<=j)),c.push(0)),c):c.every(x=>x)

I.textContent = I.textContent.replace(/.+/g,x=>x+` (${f(eval(x.split(" ")[0]))})`)

<pre id=I>[-1] -> False
[2,-1] -> False
[2,2,-1,-1,0,1] -> False
[2,-2,1,2,-2,-2,4] -> False
[3,-5,-2,0,-3,-2,-1,-2,0,-2] -> False
[-2,6,3,-3,-3,-3,1,2,2,-2,-5,1] -> False
[5,-8,2,-1,-7,-4,4,1,-8,2,-1,-3,-3,-3,5,1] -> False
[-8,-8,4,1,3,10,9,-11,4,4,10,-2,-3,4,-10,-3,-5,0,6,9,7,-5,-3,-3] -> False
[10,8,6,-4,-2,-10,1,1,-5,-11,-3,4,11,6,-3,-4,-3,-9,-11,-12,-4,7,-10,-4] -> False
[0] -> True
[4,-2,-2] -> True
[2,2,-3,1,-2,3,1] -> True
[5,-3,-1,-2,1,5,-4] -> True
[2,-1,-1,-1,2,-1,-1] -> True
[-2,4,1,-3,2,2,-1,-1] -> True
[-4,-1,-1,6,3,6,-5,1,-5,-4,5,3] -> True
[-11,8,-2,-6,2,-12,5,3,-7,4,-7,7,12,-1,-1,6,-7,-4,-5,-12,9,5,6,-3] -> True
[4,-9,12,12,-11,-11,9,-4,8,5,-10,-6,2,-9,10,-11,-9,-2,8,4,-11,7,12,-5] -> True</pre>

Scala, 49 bytes

% =>(1 to%.size)flatMap(%sliding)exists(_.sum==0)

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Usage:

val f:(Seq[Int]=>Boolean)= % =>(1 to%.size)flatMap(%sliding)exists(_.sum==0)
f(Seq(4, -2, -2)) //returns true

Ungolfed:

array=>(1 to array.size)
  .flatMap(n => array.sliding(n))
  .exists(slice => slice.sum == 0)

Explanation:

% =>            //define a anonymouns function with a parameter called %
  (1 to %.size) //create a range from 1 to the size of %
  flatMap(      //flatMap each number n of the range
    %sliding    //to an iterator with all slices of % with length n
  )exists(      //check whether there's an iterator with a sum of 0
    _.sum==0
  )

Mathematica, 65 64 bytes

Thanks to ngenisis for saving 1 byte.

Union@@Cases[Subsequences[x=Range@Tr[1^#]],a_/;Tr@#[[a]]==0]==x&

I'd rather find a pure pattern matching solution, but it's proving to be tricky (and things like {___,a__,___} are always super lengthy).

Mathematica, 66 65 bytes

Saved 1 byte, and hopefully learned a new trick for the future, thanks to ngenisis!

Two equally long alternatives, both of which are unnamed functions taking a list of integers as input and returning True or False:

And@@Table[0==Product[Tr@#[[i;;j]],{i,k},{j,k,l}],{k,l=Tr[1^#]}]&

0==Norm@Table[Product[Tr@#[[i;;j]],{i,k},{j,k,l}],{k,l=Tr[1^#]}]&

In both cases, Tr@#[[i;;j]] computes the sum of the slice of the input from position i to position j (1-indexed). Product[...,{i,k},{j,k,l}] multiples together all these slice-sums, as i ranges over indices that are at most k and j ranges over indices that are at least k. (Note that l=Tr[1^#] defines l to be the sum of 1 to all the powers in the input list, which is simply the length of the list.) In other words, this product equals 0 if and only if the kth element belongs to a zero-sum slice.

In the first version, each of those products is compared to 0, and And@@ returns True precisely when every single product equals 0. In the second version, the list of products is acted upon by the function Norm (the length of the l-dimensional vector), which equals 0 if and only if every entry equals 0.

Jelly, 13 12 bytes

JẆịS¥ÐḟċþJḄẠ

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How it works

JẆịS¥ÐḟċþJḄẠ  Main link. Argument: A (array)

J             Yield all indices of A.
 Ẇ            Window; yield all slices of indices.
     Ðḟ       Filter; keep slices for which the link to the left returns 0.
    ¥           Combine the two atoms to the left into a dyadic chain.
  ị               Retrieve the elements of A at the slice's indices.
   S              Take the sum.
         J    Yield the indices of A.
       ċþ     Count table; count how many times each index appears in each table.
          Ḅ   Unbinary; convery the array of counts of each index from base 2 to 
              integer. This yields 0 iff an index does not appear in any slice.
           Ạ  All; return 1 iff all integers are non-zero.

Ruby, 81 bytes

Try it online

Simplistic brute-force solution; for every element of the array, try to find a zero-sum slice that contains it.

->a{(0..l=a.size).all?{|i|(0..i).any?{|j|(i..l).any?{|k|a[j..k].inject(:+)==0}}}}