World "timezone" boundaries, in terms of which regions of the world adhere to what offset, sometimes move around. This is what most people think of when talking about timezones, in that they're talking about regions of the world in aggregate by offset: e.g. every place that's UTC+03:00. Seasonal shifts like Daylight Saving complicate this blanket definition further.
The IANA Timezone Database flips the definition to be local instead of global, and attempts to define a timezone as a region in which all clocks are supposed to have agreed since the 1970 Unix Epoch [1]. Furthermore, since governments are the most frequent source of official timekeeping changes, they attempt to prevent zones from crossing international boundaries.
Typically, IANA timezones (whose geographical extent is documented in shapefiles) don't change shape, or change shape only with national borders themselves. When a country decides to change clocks only in a portion of its territory -- "splitting" an existing IANA zone -- a new zone is created for the area that does not include the city after which the zone is named. Some recent examples are the island of Cyprus [2] and a new timezone surrounding Tomsk [3] in Russia.
[1] https://data.iana.org/time-zones/theory.html
[2] https://mm.icann.org/pipermail/tz/2016-October/024399.html
[3] https://mm.icann.org/pipermail/tz-announce/2016-April/000038...