Too many vlookups can bog down a large Excel spreadsheet. In their place, try using the index and match functions. This can put the zip back in your file. As a bonus, you can find lookup values to the left, not just to the right of your matching column. Its explained pretty well here. (To make this easier to swallow, test what's being described on a small vlookup example you're familiar with.)
Some "Whole 'Nother Level" fun, right.