In bash, {a..d} expands to a b c d. Currently this is not happening for me in zsh, and my googling has returned conflicting results.
Some results suggest that {a..d} should work -http://zsh.sourceforge.net/Doc/Release/Expansion.html#Brace-Expansion
The other result I found is from the zsh mailing list which suggests setopt braceccl to get letter ranges using {a-z}. This works, but I'm wondering whether I've misread the Brace-Expansion link, or whether there's something else to consider.
Importantly, I'm using the zsh-grml config, which is probably adjusting a variety of expansion options, but I'm hesistant to start digging through because it's massive, and a cursory grep brace ~/.zshrc doesn't reveal anything.