Nearest zip code of a zip code?

This answer is in response to the recent bounty requesting a location of US Zip Codes.

The United States Census Bureau has a list of zip codes (with latitude and longitude) on their web site.

The zip code tabulation areas is a CSV that contains (as described in the description of the file format), among other fields:

Column 1    GEOID   Five digit ZIP Code Tabulation Area Census Code
...
Column 6    INTPTLAT    Latitude (decimal degrees) First character is blank or "-" denoting North or South latitude respectively
Column 7    INTPTLONG   Longitude (decimal degrees) First character is blank or "-" denoting East or West longitude respectively

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I'd cross reference the above, with data from the Census Bureau's county business patterns CSV to get city, state and county names. This file format is described to contain (among other fields) (description is in the file you select to download):

ZIP             C       ZIP Code
NAME            C       ZIP Code Name
...
CITY            C       ZIP City Name
STABBR          C       ZIP State Abbreviation
CTY_NAME        C       ZIP County Name

what country? Maybe you want to checkout Geonames: http://www.geonames.org/

Especially: http://www.geonames.org/export/web-services.html#findNearbyPostalCodes