A simple modification to the Select object __toString() method can allow the setting of NULL columns when constructing the SQL string. Specifically changing: (line 137)

...
 list($correlationName, $column, $alias) = $columnEntry;
 if ($column instanceof Zend_Db_Expr) {
         $columns[] = $this->_adapter->quoteColumnAs($column, $alias, true);
} else { 
....

into:

...
list($correlationName, $column, $alias) = $columnEntry;
if(is_null($column)){
         $columns[] = 'NULL';
} else if ($column instanceof Zend_Db_Expr) {
         $columns[] = $this->_adapter->quoteColumnAs($column, $alias, true);
} else {
...

would allow setting NULL columns by passing a 'null' value as an array value in the column correlation array.

I needed this modification since I sometimes use the Select object to construct SQL strings to be used as parts in a larger UNION query. In a UNION, the number of columns for each composing SELECT query has to match, sometimes requiring setting columns as NULL. Others might find this useful for various reasons.