There are 2 different fields you can put on your check specification that prints address information. The 'V' codes found in the Vendor Information section will print the appropriate data based on what is defined on the Vendor record. Note that there are 2 different types of address fields; 'formatted' and 'unformatted'.

The difference is in how blank address fields are handled. Unformatted address fields (V26-V30) print the information regardless if the field is blank or not. Formatted fields (V03-V06 and V14) move the information so as to suppress blank lines. What I think is happening is that you are using the formatted address lines, but do not have all 5 fields on your specification. Your vendors do not have all 4 address lines non-blank. As a result, the zip code would appear in one of the address line fields that aren't on your spec.

The solution is one of two decisions:
1) Use the unformatted address fields V26-30 instead of the formatted address fields.
2) If you wish to use the formatted address fields, make sure that all 4 address fields plus the zip code field are all on your spec. You can see the difference in how these sets of fields work.