Zip Codes

How are zip codes laid out across the country? Somewhere in my experience I seem to recall the lowest numbered zip codes start in Boston but that could be wrong. If I live in zip code 00001 is 00002 necessarily bordering me? Another way to ask that is do the zip codes indicate a continuos line that winds its way across the country never crossing itself? I'm sure that isn't the case but it would be cool if it were.

Matt

When I think of questions like that I like to post them before I try to figure out the answers. It feels more like how I would encounter these questions in a real conversation. But in looking for the answer to this question I found two cool things that require posting in their own right:
1. Cool animated zipcode map
2. Cooler (maybe) zipcode scribble map