Go back to the original entry to change the zip code in TurboTax Online (W-2, 1099-R, or whatever the original form was). You should clear your Cache and Cookies if you get continued errors after making a correction.
In TurboTax Desktop, go to FORMS at the upper right, click on Open Form and type in the form name to display it and make changes. Or you can use the interview method as well.
If you can give more info, we'll try to be more specific.
@cvbarnes9