Where can I find the information about regions, state, county, city, zip for United states, I need this for building a geography dimension. I tried looking up various places but could not find the complete information, please help
Have you tried geonames? I've not specifically used it for the US but that kind of information is in there for other countries. Only drawback of using geonames is that it can be a bit of effort getting what you want out of their feed.<p>This seems to suggest the data you're after is in there:
<a href="http://www.geonames.org/postal-codes/postal-codes-us.html" rel="nofollow">http://www.geonames.org/postal-codes/postal-codes-us.html</a>
For $40 these guys have something that also includes area code, time zone and is recent data & quick download, if that matters for your project:<p><a href="http://zipcodedownload.com/Products/Product/Z5Commercial/Standard/Overview" rel="nofollow">http://zipcodedownload.com/Products/Product/Z5Commercial/Sta...</a><p>Regions for states is not something well defined, at least that I've found, as the definition varies depending on purpose (commerce, agriculture, political, ...). If you find something good, I'd love to hear about it.
I'm not entirely sure what you're trying to accomplish, but the USPS TIGER database can (sometimes) be useful in this area: <a href="http://zip4.usps.com/ncsc/addressmgmt/tiger.htm" rel="nofollow">http://zip4.usps.com/ncsc/addressmgmt/tiger.htm</a>
If you aren't looking for an API solution, you might want to check this out:
<a href="http://zips.sourceforge.net/" rel="nofollow">http://zips.sourceforge.net/</a><p>It isn't the most recent data, but it ought to get you started.