Depends how you want to store the zip codes and states. If you intend to track down and store the list yourself you will probably want to place it in a database. However, there are web services out there you could query with the zip code and get back the state.
If the zip codes are all the same length (5 charaters like the one above) you can include code to check when the zip code text == 5 and then call the code to access the database or web service. You will want to AJAX it too, I personally hate web pages that auto reload because of some obscure action I have done.
hericles
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