Light a grill. Thread the garlic cloves onto a skewer. Lightly brush the garlic, bell peppers, zucchini, onion and corn with the vegetable oil and season with salt and pepper. Grill the vegetables over moderately high heat, turning frequently, until lightly charred and crisp-tender, about 10 minutes. Transfer the peppers to a bowl, cover with plastic and let steam for 10 minutes.
Meanwhile, remove the garlic cloves from the skewers, peel them and transfer to a large bowl. Using a large serrated knife, cut the charred corn kernels into the bowl. Peel the peppers and add them to the bowl along with the zucchini, onion, cumin, crushed red pepper, tomato juice, orange juice, lemon juice and vinegar.
Working in batches, puree the vegetable mixture in a blender or food processor. Pour the gazpacho into a clean bowl and season with salt and pepper. Cover and refrigerate until chilled, about 2 hours.
Just before serving, stir the cilantro into the gazpacho. Ladle the soup into bowls, garnish with the cucumber and serve.