from this  link, we can insert a note under a lead:

<Notes>
<row no="1">
<FL val="LeadId">2000000078001</FL>
<FL val="Note Title">Zoho CRM Sample Note</FL>
<FL val="Note Content">This is sample content to test Zoho CRM API</FL>
</row>
</Notes>

 Can we insert a Campaign under a lead?

<Campaigns>
<row no="1">
<FL val="entityId">2000000078001</FL>
<FL val="Note Title">Zoho CRM Sample Note</FL>
<FL val="Note Content">This is sample content to test Zoho CRM API</FL>
</row>
</Campaigns>

I have tried, no luck, but I might miss something?

Also from here, we can update a Campaign under a contact:

http://crm.zoho.com/crm/private/xml/Campaigns/updateRelatedRecords?authtoken=Auth Token&scope=crmapi
&relatedModule=Contacts&xmlData=<Contacts><rowno="1"><FL val="CONTACTID">9999999999</FL><FL val="member_status">Sent</FL></row></Contacts>&id=99999999999

Why there is no: http://crm.zoho.com/crm/private/xml/Campaigns/insertRelatedRecords?

Thanks