Oil pressure gauge
 

noticed today when I shut my car off that all the gauges go to zero except the oil pressure gauge. It stayed around 30 psi. When I started car it went to 40psi. Is this normal or does my gauge need attention?

Pretty sure mine goes back to zero. I will check it today and report back.

goes back to zero with key on and motor off. turn key off and it goes back up

What year is the car? My '98 retains temp, oil pressure, and fuel level readings from the last engine run event - but I recall that some or all of this info wasn't retained by my '99, '00 or '02 cars. The cluster was updated for '99+, so you'll want to know model year data for any comparisons.