Have you ever noticed how little sense the placement of zip codes make? Sequential zones are an entire city apart. Sometimes there are even zip codes wholly contained within other zip codes. It takes a visual zip code map to make sense of it. Huge.info has just such a map using an interactive Google Map and custom overlay images.
Type in a zip code and you'll go right to it, with surrounding zip codes shown. Or, type in an address and find out its code. Actually, since it uses the Google geocoder, you can include anything you'd be able to search in Google Maps proper, including business listings and landmarks. In case you're wondering, Yellowstone National Park's zip code 82190.
The site uses custom tiles, which it puts over the map partially opaque, so you can see the Google imagery (streets, parks, etc.) below. There are different tiles for every zoom level, so it's quite an undertaking. One could potentially create zip code boundaries with map polylines, but it would slow down with more than a couple shapes on the map.
In case you want to take this feature mobile, there's also Android app to find your zip code using your current location.