Why Can't I Find a List of Zip Codes, Cities, and States?

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I am working on a demo, and one of the things I dreamed up involves looking up cities based on a zip code, or zip codes based on a state. 

I can't find the data. 

Anyone know of a place where I can download a list of city, state, and zip codes?  Preferably for all 50 states, but even individual state data would be useful.