First of all, I have to make clear that I need the zip version because I will use it on Win 64 in the business and there we have no admin privileges on notebook.
I looked out over web but I wasn't able to find where I can get the VSCode v1.25(.1). I only found .EXE versions or source code archive.
Why I need this? VSCode 1.26 and greater (and many others electron based applications) are very slow in Win 64. Thank God I use Linux at home! Please, see this issue: https://github.com/microsoft/vscode-docs/issues/4609
Ok, after report it as an issue on github vscode repository, somebody gave me the provisory link and previous archives (zip) versions will be put available asap issue come to be solved.
[Obsolete!] VSCode 1.25.1 archive (zip) Win64 link: https://vscode-update.azurewebsites.net/1.25.1/win32-x64-archive/stable
Update 2023: (by github user gregvanl).
Download page https://code.visualstudio.com/download now has a link "Get previous versions", which points to https://code.visualstudio.com/docs/supporting/faq#_previous-release-versions. The URLs to each download are provided there.