There are multiple ways to do it without introducing a new command in Redis.
For instance, you can fill a temporary set with the names you are interested in, then calculate the intersection between the temporary set and the zset:
multi
sadd tmp David Linda ... and more ...
zinterstore res 2 tmp Users weights 0 1
zrange res 0 -1 withscores
del tmp res
exec
With pipelining, this will only generate one roundtrip and you can fill an arbitrary number of input parameters in tmp.
With Redis 2.6, you can also wrap these lines into a server-side Lua script to finally get a command accepting an input list and returning the result you want:
eval "redis.call( 'sadd', 'tmp', unpack(KEYS) );
redis.call( 'zinterstore', 'res', 2, 'tmp', 'Users', 'weights', 0, 1 );
local res = redis.call( 'zrange', 'res', 0, -1, 'withscores' );
redis.call( 'del', 'res', 'tmp' ) ;
return res
" 2 David Linda
You can safely assume no new command will be added to Redis if it can easily been implemented using scripting.