I used octave a few years ago and was able to zoom in/out on plotted data via gnuplot using mouse right click gesture. I recently needed to analyze and plot data, and to my surprise I could not zoom into the plots anymore.
I tried using octave on my up-to-date cygwin setup and also on redhat-enterprise-linux 5.2 and my ubuntu 8.10 laptop, but it didn't work on any of these. The versions of octave/gnuplot are as follows: