The bummer thing about their data is it's ZIP, not ZIP+4. Technically ZIP+4 is internal to USPS because it identifies a specific route (or something like that), but it's also is more precise than ZIP.

The original tiger/line or ZCTA data is probably good enough for everyone. Those are available "around." I think the census provides them. I believe the census has the zip+4, but it's been years and I might have gotten them from somewhere else.

The interesting thing in the data is the ESRI feature classes. I wonder what the heck those are.