SELECT DISTINCT state.state_id , county.county_id , city.city_id
FROM state,county,city,datazip
WHERE state.state_name=datazip Missing .column name AND county.county_name=datazip.county_name Missing AND city.city_name=datazip.city_name
INTO state county city -- Not sure what you are trying to do here. Assign into variables??

SELECT DISTINCT states.state_id, county.county_id, city.city_id
FROM     states CROSS JOIN
                  county CROSS JOIN
                  city
WHERE  (county.county_name = datazip.county) AND (city.city_name = datazip.city) AND (states.state_name = datazip.state)

SELECT DISTINCT s.state_id , c.county_id , ct.city_id
FROM datazip d
INNER JOIN state s
ON s.state_name= d.state
INNER JOIN county c
ON c.county_name = d.county
INNER JOIN city ct
ON ct.city_name  = d.city