Hi,
If a respondent lives close to the Mexican or Canadian borders in the US, it is plausible that the response origin would show Canada or Mexico. Also, if they are using a proxy server service, it could show a foreign country as the response origin.
As far as the zip codes go, because of what I just described with the origin labels, there's no way for you to verify the accuracy of what the respondent inputs.
If it's critical to your study and you don't have any other information from the respondent (e.g. street, city and state address), I would throw out the responses that don't jive.
I hope this helps.
–Cheri