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From their site: The “City, State by ZIP Code” Web service accepts a ZIP Code and finds the City name and State abbreviation for the given ZIP code. This Web service returns an array of strings or an XML file, containing the following elements: the first City and State serviced by this ZIP Code, the second City and State serviced by this ZIP Code, etc.
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There are no source code libraries or how-to links for City and State by Zip Code. If you know one why not add it?
As per StrikeIron's API page, this web service is disconnected. Accordingly this API should be removed.