Comment 1 for bug 687461

This only happens with the built-in (and limited) expand-word expansion. You need to load the compinit completion system and another expansion module to make it work:

→ zsh -f
kiva6% ls -l a\'b
total 0
-rw-r--r-- 1 abe abe 0 Jan 18 01:44 1
-rw-r--r-- 1 abe abe 0 Jan 18 01:44 2
-rw-r--r-- 1 abe abe 0 Jan 18 01:44 3
kiva6% autoload -Uz compinit
kiva6% compinit
kiva6% zstyle ':completion:*' completer _expand _complete _ignored
kiva6% ls a\'b/*<Tab>
a\'b/1 a\'b/2 a\'b/3
a\'b/* a\'b/1 a\'b/2 a\'b/3

See also http://www.zsh.org/cgi-bin/mla/redirect?WORKERNUMBER=32278 and following mails, especially http://www.zsh.org/cgi-bin/mla/redirect?WORKERNUMBER=32281

Works at least with zsh 5.0.5-1 from Debian Testing.