This data table contains the Longitude and Latitude of US zipcodes as well as city/state. You can use it as a look up table for city/state data in order to use the US zipcode shape files on the file exchange from Xan Gregg, or you can use it to look up the longitude and latitude for the built in map shape.
Use the join data table function to join this table with your existing data table that contains city/state information and drop duplicates from the join table. This will add the longitude and latitude columns to your data.