zodburi[1] provides a way to open ZODB storages by URL/URI. It already
has support for file:// zeo:// zconfig:// memory:// etc schemes out of
the box and third-party-to-ZODB storages can add support for their
schemes via providing zodburi.resolvers entrypoint.

For example relstorage and newtdb do this.

Let's also teach NEO to open itself via neo:// URI schema.

[1] http://docs.pylonsproject.org/projects/zodburi
[2] https://github.com/zodb/relstorage/blob/2.1a1-15-g68c8cf1/relstorage/zodburi_resolver.py
[3] https://github.com/newtdb/db/blob/0.5.2-1-gbd36e90/src/newt/db/zodburi.py