The Most Affluent Zip Code in Every State in America On 4/27/21 at 7:00 AM EDT Zip codes are an easy way to zero in on America's most expensive addresses. Data used in this zip code analysis, below, were compiled using September 2020's Zillow Home Value Index and only zip codes with such available data were included. Construction Coverage studied the mammoth data set to find the zip code areas with the highest average home price for every U.S. state, plus the District of Columbia. Michael LaFirenza from the sitetold Newsweek: "Many of the nation's most expensive zip codes are located just outside of major urban areas, which, given shifting preferences among home buyers in the wake of COVID-19, experienced dramatic price increases this past year.