你问的是价值对象。
在Jira DDC-93中有一个开放的问题需要添加支持。它目前标记为在2.5版本中解决，该版本刚刚在Beta中发布。

如果你想存储没有join的对象：

/**
 * @ORM\Column(name="adress", type="object")
 */

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它将自动序列化/重新序列化到文本字段
http://docs.doctrine-project.org/projects/doctrine-dbal/en/latest/reference/types.html
并添加setter与类型你想存储

public function setAdress(Address $adress)
{
    $this->adress = $adress;

    return $this;
}

型
地址类不需要任何@ORM注解

就像你说的那样。
在User中添加@PreUpdate和@PostLoad钩子。

/**
 * @ORM\Entity
 */
class User {
    /**
     * @var int
     * @ORM\Id
     * @ORM\Column(type="integer")
     * @ORM\GeneratedValue(strategy="AUTO")
     */
    protected $id;
    ...

    /**
     * @var Address
     * (NOTE: no @ORM annotation here)
     */
    protected $address

    /**
     * @var string
     * @ORM\Column(type="string")
     */
    protected $addressZipCode;

    /**
     * @var string
     * @ORM\Column(type="string")
     */
    protected $addressCountryIso;

    public function setAddress(Address $address)
    {
        $this->address = $address;
    }

    /**
     * @ORM\PreUpdate
     *
     * set $addressZipCode and $addressCountryInfo when this object is to
     * save so that doctrine can easily save these scalar values
     */
    public function extractAddress()
    {
        $this->addressZipCode = $this->address->getZipCode();
        $this->addressCountryIso = $this->address->getAddressCountryIso();
    }

    /**
     * @ORM\PostLoad
     *
     * When the row is hydrated into this class,
     * $address is not set because that isn't mapped.
     * so simply, map it manually
     */
    public function packAddress()
    {
        $this->address = new Address();
        $this->address->setZipCode($this->addressZipCode);
        $this->address->setCountryIs($this->addressCountryIso);
    }
}

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Doctrine在2.x版本中引入了值对象的概念。
新属性/注解的名称是Embeddable和Embedded。第一个用于标记值对象类，第二个用于实际将值对象注入父实体。
下面是我最初问题的更新代码片段：

/** @ORM\Entity */
class User {
    /**
     * @ORM\Id
     * @ORM\Column(type="integer")
     * @ORM\GeneratedValue(strategy="AUTO")
     */
    protected $id;
    ...

    /** @ORM\Embedded(class="Address", columnPrefix="address") */
    protected $address
}

/** @ORM\Embeddable */
class Address {
    /** @ORM\Column(type="string", name="address_zipcode", length=12) */
    protected $zipcode;

    /** @ORM\Column(type="string", name="address_country_iso", length=3) */
    protected $countryIso;
    ...
}

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资源：

• https://www.doctrine-project.org/projects/doctrine-orm/en/2.17/tutorials/embeddables.html