Would you provide an example request that is not producing the desired result? All of the mentioned airports have zipcodes associated with them. One issue you may be encountering is that airports sometimes have unnamed roads that are not associated with a zipcode. If your point is closest to one of these roads, you will not get a zipcode back.
Eddie Babcock
Yahoo! Geo Technologies
Certainly (and I can only apologize for forgetting to include it previously):
38.946691 -77.448549 (Dulles)
40.643538 -73.782066 (JFK)
40.773197 -73.872457 (La Guardia)
As to your comment about roads; I think there has been an assumption, on my part, that every land coordinate pair in the US would have a zipcode associated with it. Clearly that's not always the case. Are there other such exceptions that you are aware of in addition to airport roads?
Thanks a lot for your assistance!
Lars