...in initialisation section...
our $zip;
tie $zip .... # magic here
sub ZIP::TIE::FETCH {
   # smoke and mirrors here
   $zip = $zip_server->get_zip_codes();
   untie $zip; # and leave the data in $zip
}

..and where we use it...
print "selectbox-header";
for (@$zip) {
   print "selectbox line";
}
print "selectbox-end";