Rob Allen has shared a bit of code he's put together to help with validating UK postal codes (since the functionality in Zend_Validate doesn't cooperate), so he extended the main Zend_Validate_PostCode with his own validator.

It's easy enough to add a filter to remove the space, but I'm a little worried that when (and if) it gets fixed, will the fixed version Zend_Validate_PostCode then fail to validate postcodes without the space? In theory it should as the space is part of the spec. I'd hate my code to unexpectedly break due to a valid bug fix. I can easy work around this worry though by simply creating my own extension of Zend_Validate_PostCode.

The thirty-five line code example allows you to correctly validate the postal code with a quick call to the "isValid" method. He also links to another method from Paul Court to handle things similarly.