Test this solution on *backup* data to avoid catastrophic loss!

Here's one solution: assume your zip code column is F. Add a new
column right next to column F and format it as text. Enter this
formula into the new column:
=IF(LEN(F1)=4,"0"&F1,F1)
This adds a leading zero to any entry that is only 4 characters long.
Copy the new column and paste it over the old column as values, then
delete the new column.