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Zip Codes are not polygons, and therefore do not have boundaries. Zip Codes are lines (delivery routes) or points (Post Offices). See the FAQ on the old Census Bureau website and the paper Zip Codes are Not Polygons for details.

That being said, when I need to use Zip Codes the first place I look is at the ESRI data that used to come on CDs with ArcView/GIS, but is now available online at Esri Data & Maps.