To clarify, land units must end their combat movement upon entering a hostile territory (blitzing tanks being the exception), sea units must end their combat movement upon entering a hostile sea zone (subs being the exception, if there are no enemy destroyers), and air units may move freely through hostile spaces.
All units must end their combat movement either under the above restrictions or in a space in which combat will occur (which may or may not be the same thing). Of course, there are various exceptions to this, such as transports conducting an amphibious assault from a friendly sea zone and sea units moving from a hostile sea zone to escape combat.
Neither land nor sea units may move in noncombat movement if they either moved in combat movement or participated in combat. However, air units may (and possibly must) move in both phases, as they must return to a safe landing space after combat, and this is done in the noncombat movement phase.