Myfolder
    -----Subfolder1
    --------file1.zip
    --------file2.zip
    -----Subfolder2

string res = "";

List list = context.Web.Lists.GetByTitle("Myfolder");
CamlQuery query = new CamlQuery();
query.ViewXml = @"<View Scope='RecursiveAll'><Query><Where>" +
                    "" +
                    "<Contains><FieldRef Name='FileLeafRef' /><Value Type='Text'>.zip</Value></Contains>" +
                    "</Where></Query></View>";

ListItemCollection listitems = list.GetItems(query);
context.Load(listitems);
context.ExecuteQuery();

foreach (ListItem listItem in listitems)
{
    res += "" + listItem["Title"];
}

return res; // res is empty

var siteUrl = "/";
var res = "";
var clientContext = new SP.ClientContext(siteUrl);
var oList = clientContext.get_web().get_lists().getByTitle('MyFolder');
var camlQuery = new SP.CamlQuery();
camlQuery.set_viewXml("<View Scope='RecursiveAll'><Query><Where>" +
                "" +
                "<Contains><FieldRef Name='FileLeafRef' /><Value Type='Text'>.zip</Value></Contains>" +
                "</Where></Query></View>");
this.collListItem = oList.getItems(camlQuery);
clientContext.load(collListItem);
clientContext.executeQueryAsync(Function.createDelegate(this, this.onQuerySucceeded), Function.createDelegate(this, this.onQueryFailed));

function onQuerySucceeded(sender, args) {
    var listItemEnumerator = collListItem.getEnumerator();
    while (listItemEnumerator.moveNext()) {
        var oListItem = listItemEnumerator.get_current();
        res += " " + oListItem.get_item("FileLeafRef");
    }
}

function onQueryFailed(sender, args) {
    //Handle Error
}