Zombies treat open iron doors as walls and will not pursue the player through them. If the door is destroyed then the zombies will continue to follow the player. Baby zombies do not appear to have this limitation. This behavior is always consistent and reproducible on SMP, but seems to exist in SP as well.

What I expect to happen is the zombies to follow the player anywhere the player goes, including through iron doors that are open long enough for the zombie to get through. I've noticed this for the last several MC/PC releases (back at 1.8, if not earlier), and am not exactly sure when this started.