CVS integration is best accomplished, at this point, using the Bugzilla Email Gateway. There have been some files submitted to allow greater CVS integration, but we need to make certain that Bugzilla is not tied into one particular software management package.
Follow the instructions in the FAQ for enabling Bugzilla e-mail integration. Ensure that your check-in script sends an email to your Bugzilla e-mail gateway with the subject of "[Bug XXXX]", and you can have CVS check-in comments append to your Bugzilla bug. If you have your check-in script include an @resolution field, you can even change the Bugzilla bug state.
There is also a project, based upon somewhat dated Bugzilla code, to integrate CVS and Bugzilla through CVS' ability to email. Check it out at: http://homepages.kcbbs.gen.nz/~tonyg/, under the "cvszilla" link.