Ctrl-W works in bash too.
Bash[1] deletes to the space. Zsh[2] deletes to the slash. I installed Zsh just now to find this out, and I love that Zsh appears to use ctl-w to delete words like vim does.
[1]: GNU bash, version 4.2.37(2)-release (i686-pc-linux-gnu)
[2]: zsh 5.0.0 (i686-pc-linux-gnu)