I am going to write down a simple example to show what I need, because after 3 hours of research I didn't manage to find a similar thing to this.
I have all my classes starting with Project_. Eg. Project_BaseController is the base controller class.
The BaseController.php is located at /www/Core/ (that is one of the paths in set_include_path), but the autoloader searches it at /www/Core/Project/.
I would like to set the path to /www/Core/ for every class starting with Project_ (after that it should find the files after naming, like: Project_User => /www/Core/User.php)
Maybe Zend_Loader_Autoloader_Resource is what I need?
I doubt it because it is for resource's not kind of global config.