My AIX 4.3 system shows it as being in the: freeware.gnu.gzip.rte package:
# lslpp -w /usr/local/bin/gzip
File Fileset Type
----------------------------------------------------------------------------
/usr/local/bin/gzip
freeware.gnu.gzip.rte File
The list of files should give you an idea of what needs to be copied:
# lslpp -f freeware.gnu.gzip.rte
Fileset File
----------------------------------------------------------------------------
Path: /usr/lib/objrepos
freeware.gnu.gzip.rte 1.2.4.1
/usr/local/lib/gzip-1.2.4/README
/usr/local/bin/zdiff
/usr/local/info/gzip.info
/usr/local/man/man1/zdiff.1
/usr/local/lib/gzip-1.2.4/algorithm.doc
/usr/local/lib/gzip-1.2.4/TODO
/usr/local/bin/zforce
/usr/local/lib/gzip-1.2.4/sample/makecrc.c
/usr/local/man/man1/zcmp.1 -> /usr/local/man/man1/zdiff.1
/usr/local/lib/gzip-1.2.4/sample
/usr/local/man/man1/gunzip.1 -> /usr/local/man/man1/gzip.1
/usr/local/lib/gzip-1.2.4/COPYING
/usr/local/lib/gzip-1.2.4/THANKS
/usr/local
/usr/local/bin/zcat -> /usr/local/bin/gzip
/usr/local/lib
/usr/local/lib/gzip-1.2.4/sample/ztouch
/usr/local/man/man1
/usr/local/lib/gzip-1.2.4/INSTALL
/usr/local/bin/gunzip -> /usr/local/bin/gzip
/usr/local/man/man1/zforce.1
/usr/local/lib/gzip-1.2.4/sample/sub.c
/usr/local/man/man1/zgrep.1
/usr/local/lib/gzip-1.2.4
/usr/local/bin/gzip
/usr/local/bin/zcmp -> /usr/local/bin/zdiff
/usr/local/bin/znew
/usr/local/man/man1/znew.1
/usr/local/lib/gzip-1.2.4/sample/add.c
/usr/local/man/man1/zmore.1
/usr/local/bin/zmore
/usr/local/lib/gzip-1.2.4/NEWS
/usr/local/man/man1/gzexe.1
/usr/local/bin
/usr/local/man
/usr/local/bin/gzexe
/usr/local/lib/gzip-1.2.4/sample/zread.c
/usr/local/bin/zgrep
/usr/local/info
/usr/local/man/man1/gzip.1
/usr/local/lib/gzip-1.2.4/sample/zfile
/usr/local/man/man1/zcat.1 -> /usr/local/man/man1/gzip.1
If that isn't enough, perhaps the IBM gzip RPM (for AIX 5.2) might run:
IBM AIX Toolbox download information