Go ahead and give this a shot.
{% assign zipCodes_list = "09036, 09037" | split: ", " %}
{% if zipCodes_list contains shipping_address.zip %}
SU{{ name }}
{% else %}
{{ shipping_address.province_code }}{{ name }}
{% endif %}
What we're doing is assigning a zipCodes_list variable as a string with your zip codes split by commas since we can't actually instantiate an array natively in liquid. However, by using | split: ", " -- we can turn that string into an array that we can use with the contains check.
By checking if the shipping_address.zip is one of the one accepted in the list, we can then determine whether or not we want to show the SU here.
Hope this helps!