--------------
SELECT
COUNT(*)
FROM
zipcodeworld z
LEFT JOIN
geonames g ON z.zip = g.zip
WHERE
g.zip IS NULL
--------------

+----------+
| COUNT(*) |
+----------+
|      850 |
+----------+
1 row in set (0.16 sec)

--------------
SELECT
COUNT(*)
FROM
geonames g
LEFT JOIN
zipcodeworld z ON g.zip = z.zip
WHERE
z.zip IS NULL
--------------

+----------+
| COUNT(*) |
+----------+
|     2325 |
+----------+
1 row in set (0.13 sec)

--------------
SELECT
z.*
FROM
zipcodeworld z
LEFT JOIN
geonames g ON z.zip = g.zip
WHERE
g.zip IS NULL
--------------

+-------+----------+
| zip   | state_id |
+-------+----------+
| 00601 | PR       |
| 00602 | PR       |
...
| 96970 | MH       |
| 97471 | OR       |
+-------+----------+
850 rows in set (0.11 sec)

--------------
SELECT
g.*
FROM
geonames g
LEFT JOIN
zipcodeworld z ON g.zip = z.zip
WHERE
z.zip IS NULL
--------------

+-------+
| zip   |
+-------+
| 00210 |
| 00211 |
...
| 99584 |
| 99779 |
+-------+
2325 rows in set (0.13 sec)

Bye