I would suggest looking at some of the reference genome papers. My guess is that the chromosomes are named as such based on their synteny to the chicken genome; e.g. look at Accessory Figure 3 here for your zebra finch, and note that chromsomes 1 and 4 are split in the zebra finch relative to Gallus.
The direct comparison from that paper is to an Accessory Table 1 that I can't actually find.
I would guess that in most cases it's because of a synteny comparison to some reference, in this case chicken that splits a chromosome in the new genome. For example sequences homologous to the chicken chr1 are on two finch chromosomes 1 and 1A.