If you ever need a US Zip Code database for your VBA projects, you might want to consider the one you can download here.
Free Zipcode Database
Normally, you would have to pay for access to such a list; however, as the link indicates, this one is free. There are other free Zip Code databases out there, but they are usually (quite) old. This database, however, looks like it is kept up-to-date and it has a lot of information (more than most people will need, so the data should probably be pared down to save space). However, you will need XL2007 or above to load it into Excel because the database has 81832 rows in it. You will want to load the first (larger) database file as it has multiple cities per zip code. It is a CSV file, so the zip codes will not have leading zeroes, but you can use Cell Formatting to put them in.
I know nothing about this website or the source of its database. I found the above link quite by accident while researching a question posed at a different forum site and simply thought others might find it interesting. As with most things on the web, use the information it provides at your own risk, although the site looks legitimate to me and its database looks pretty accurate as far as I can tell (yes, that does mean I am using for my own personal projects).