You're probably using the old 'PayPal IPN' method for payment instead of Express Checkout. Switching to Express Checkout would get around all the technical limitations of things like broken or interrupted communications between PayPal's server and *your* server, while waiting for PayPal to tell your store about the purchase.
One such "interruption" could very well be PayPal having very busy servers and getting backlogged. It's possible that they might catch up and eventually tell your store about the orders, but it's hard to say for sure.
Again, switching to Express Checkout and the latest version of Zen Cart, will prevent you from having those specific problems with future orders.

Setting up Express Checkout: www.zen-cart.com/getpaypal

A few troubleshooting things that might help for old PayPal IPN problems: http://www.zen-cart.com/wiki/index.php/PayPal (HOWEVER: if the real problem is that PayPal's servers are backlogged, you can't fix that problem, and you'll have to wait.)