The giant planets exhibit banded zonal jet streams that have maintained theirstructures over decades. There are long-standing questions: how deep the windstructures extend? What mechanisms generate and maintain the observed winds?Why are the wind structures so stable? To answer these questions, we performedthree-dimensional numerical simulations of the atmospheric flow using the primitiveequations. First, we use a simple Newtonian cooling scheme as a crude approach to gener-ate atmospheric latitudinal temperature differences that could be caused by latentheating or radiation. Our Jupiter-like simulations show that shallow thermal forcingconfined to pressures near the cloud tops can produce deep zonal winds from thetropopause all the way down to the bottom of the simulated atmosphere (a fewhundred bars). These deep winds can attain speeds comparable to the zonal jetspeeds within the shallow, forced layer; they are pumped by Coriolis accelerationacting on a deep meridional circulation driven by the shallow-layer eddies. Next, we explicitly include the transport of water vapor and allow condensationand latent heating to occur whenever the water vapor is supersaturated. Our simu-lations show that large-scale moist convection associated with condensation of watervapor can produce multiple zonal jets similar to those on the gas giants (Jupiterand Saturn) and ice giants (Uranus and Neptune). For plausible water abundances(3-5 times solar on Jupiter/Saturn and 30 times solar on Uranus/Neptune), oursimulations produce about 20 zonal jets for Jupiter and Saturn and 3 zonal jetson Uranus and Neptune. Moreover, these Jupiter/Saturn cases produce equatorialsuperrotation whereas the Uranus/Neptune cases produce equatorial subrotation, consistent with the observed equatorial jet direction on these planets. Sensitiv-ity tests show that the water abundance is the controlling factor; modest waterabundances favor equatorial superrotation, whereas large water abundances favorequatorial subrotation. This provides a possible mechanism for the existence ofequatorial superrotation on Jupiter and Saturn and the lack of superrotation onUranus and Neptune.