The final review/check says I have an incorrect zip code but it matches the payer's zip on the 1099-R, what do I need to do?

TurboTax can say there's an incorrect zip code even when it's something else wrong with the address that's causing a mismatch, such as wrong city spelling, wrong state abbreviation, etc.   It's easy to select the wrong state in a dropdown menu such as MA, ME, MO, MI, or AR, AL, AK, AZ, etc.

Also check the official address styling for your Payer's address with this tool at the USPS website below:

https://tools.usps.com/zip-code-lookup.htm

Also if there is punctuation in the address, try it without, such as:

123 N St Marys Ave instead of 123 N. St. Mary's Ave.

Another helpful error message from TurboTax.