Given that state information is implicit in the zip code aren't storing both of them some violaiton of third normal form? Can or should you simply combine them into one field?
According to this post, there are a few zip codes that cross state boundaries. So no, it is not a violation of 3NF.
Actually, there are a few rare cases where a ZIP Code crosses state boundaries. Usually it is due to access problems, such as being on a military base or due to constraints of the transporation network.
One such case is Protem, Missouri (ZIP Code 65733). Some of the Arkansas roads north of Bull Shoals Lake can best be accessed by the Protem delivery unit rather than an Arkansas post office. Some examples of such roads include Ann Street, Kalijah Road, McBride Road, Red Oak Lane, and Vance Road on Highway Carrier Route H002 in ZIP Code 65733. McBride Road actually crosses across the state boundary. If you look at the road network in an online mapping program, you can see that a rural carrier from say, nearby Diamond City, AR (ZIP code 72644), on the south side of Bull Shoals Lake, would need to drive several miles to be able to access the roads listed above.
For another example, Fort Campbell, Kentucky (ZIP Code 42223) also has some roads that exist within Tennessee.