In Zend Framework 1, when you want to redirect to a 404 page, you can throw an exception like this
throw new Zend_Controller_Action_Exception('404 Page not found',404);
Or you can set the response code
In Zend Framework 2, rather than throw an exception, you can set a 404 status code on the reponse object, which will trigger the RouteNotFoundStrategy
I am not sure if this is documented anywhere but I found the information in this discussion.
You can now use