If you're using the Polygonal or Magnetic Lasso Tool, you can use the keyboard shortcut to zoom (Command-Spacebar-Click on a Mac, CTRL-Spacebar-Click on Windows) without disrupting the selection.
However, if you're using the freehand Lasso Tool, your selection will automatically complete when you try to use the shortcut, or any other tool. In that case, you can "Add to Selection" after you zoom. Either hold down Shift, or select the second button on the options bar at the top.