The Security Zeppelins in Bioshock Infinite can be seen flying around the skies of Columbia. They attack Booker and hence are considered an enemy.
Since the Zeppelins fly high in the sky and are huge in size, the usual weapons of Booker are totally ineffective against most Zeppelins. To eliminate each Zeppelin the player needs to encounter certain events in the story, such as boarding the Zeppelin and killing off the crew or boarding it and sabotaging the inner machinery to bring it down.
The Security Zeppelins as they appeared in the Bioshock Infinite TV Commercial:
