Hi Jim,
To my understanding, "ZIP code" refers to the specific Zone Improvement Plan code once registered as a Service Mark by the US Postal Service. Within that definition, ZIP and ZIP+4 codes are correctly handled by several of the solutions offered here.
If you are sending mail from the US to Australia (or to any other country), USPS address format requires the bottom line of the address to consist of the name of the country. Considering that name is probably included in the address information in your database, it should not be too difficult to modify a formula or script based solution to take that into account, and format Australian addresses to Australian PostCode standards.

The leading zero issue affects only codes using a digits only format; Postcodes like those of Great Britain and Postal Codes like those of Canada, using a mix of alphanumeric characters are treated like text, and do not lose their leading zeros ( if, unlike Canadian and British versions, they do have leading zeros).
Badunit's suggestion of using a script or Service to convert the CSV file to a tab separated version, then paste the result into a column set to Text format will also handle all numeric codes with leading zeros without losing the zeros, regardless of the length of the codes.
SG's script is currently written to handle only five digit US ZIP codes, but is likely modifiable to accept other formats if given a means of determining which item is in which original format.
"Sure wish Apple could fix this simple problem."
It's unlikely to happen unless there's a demand for it.
Numbers menu > Provide Numbers Feedback
Make a feature request.
Briefly describe what you want. Tell why it would be a benefit, and to whom.
Make the request.
Apple does read requests via the feedback channel, and forwards them to development teams where appropriate. You are unlikely to receive a direct response unless it is a request for more details, and any result is unlikely to appear before the next full number release.
Regards,
Barry