Looking for ALT+LeftArrowKey solution in zsh

The simplest and most widely available method to get user input at a shell prompt is the read command. The best way to illustrate its use is a simple demonstration:

while true; do
    read -p "Do you wish to install this program?" yn
    case $yn in
        [Yy]* ) make install; break;;
        [Nn]* ) exit;;
        * ) echo "Please answer yes or no.";;
    esac
done

Another method, pointed out by Steven Huwig, is Bash's select command. Here is the same example using select:

echo "Do you wish to install this program?"
select yn in "Yes" "No"; do
    case $yn in
        Yes ) make install; break;;
        No ) exit;;
    esac
done

With select you don't need to sanitize the input – it displays the available choices, and you type a number corresponding to your choice. It also loops automatically, so there's no need for a while true loop to retry if they give invalid input.

Also, Léa Gris demonstrated a way to make the request language agnostic in her answer. Adapting my first example to better serve multiple languages might look like this:

set -- $(locale LC_MESSAGES)
yesptrn="$1"; noptrn="$2"; yesword="$3"; noword="$4"

while true; do
    read -p "Install (${yesword} / ${noword})? " yn
    if [[ "$yn" =~ $yesexpr ]]; then make install; exit; fi
    if [[ "$yn" =~ $noexpr ]]; then exit; fi
    echo "Answer ${yesword} / ${noword}."
done

Obviously other communication strings remain untranslated here (Install, Answer) which would need to be addressed in a more fully completed translation, but even a partial translation would be helpful in many cases.

Finally, please check out the excellent answer by F. Hauri.

Probably something like

# ~/.inputrc
"\e[A": history-search-backward
"\e[B": history-search-forward

or equivalently,

# ~/.bashrc
if [[ $- == *i* ]]
then
    bind '"\e[A": history-search-backward'
    bind '"\e[B": history-search-forward'
fi

(the if statement checks for interactive mode)

Normally, Up and Down are bound to the Readline functions previous-history and next-history respectively. I prefer to bind PgUp/PgDn to these functions, instead of displacing the normal operation of Up/Down.

# ~/.inputrc
"\e[5~": history-search-backward
"\e[6~": history-search-forward

After you modify ~/.inputrc, restart your shell or use Ctrl+X, Ctrl+R to tell it to re-read ~/.inputrc.

By the way, if you're looking for relevant documentation:

Bash uses The GNU Readline Library for the shell prompt and history.