If you are using KDE's konsole, it has built-in support for the Zmodem protocol.
I often SSH into remote machines via "hopping" SSH which makes it annoying to copy files back. But installing lrzsz on both my machine and the remote machine, and using konsole allows me to type:
And konsole will ask me where I want to save it on my local machine. I've heard it works in Tera Term, also.