Theres a couple of small problems here:
1) the rsListOfCities dynamic array is set to pass the zip as child id, use the city instead
2) rsListOfZipcodes dynamic array is set to use the city as the parent ID, but it is not included in the recordset:
$query_rsListOfZipcodes = "SELECT cityStatZip_tbl.zip FROM cityStatZip_tbl ORDER BY cityStatZip_tbl.zip";
change that to include the city:
$query_rsListOfZipcodes = "SELECT cityStatZip_tbl.city, cityStatZip_tbl.zip FROM cityStatZip_tbl ORDER BY cityStatZip_tbl.zip";