In the UK there is a tradition of the Crown charging for information that it collects on its subject's behalf and that was collected using their tax money¹ [1Whilst those in the US may laugh there are are two ways of looking at it: one is that as the data have been paid for through taxes there should be free access to it (as in the US); and the other is that if the costs of the collection weren't offset against fees from the people using it then the tax burden would necessarily be higher (the UK model).]. Crown copyright means that, for example, the Ordinance Survey maps are copyright and I am not free to reproduce parts of them on my site. Unfortunately this also includes information like the geographic location of postal codes owned by The Royal Mail.
If you have an interest in geolocation data (and especially if you have a GPS receiver) then head over to Free The Postcode. They are building a public domain database of post codes along with their position (you should also probably take a look at their wiki page to see how it's getting on).
Being in Bangkok I can't of course help collect the post code location data, but I can show off the data that they have. I'm going to maintain a fairly recent (i.e. not more than a week old) copy of their data here and re-publish it for Google Earth as a KML file. I think this should also be a good little demo for FOST.3™.
Complete list of the postcodes
Each postcode has a page where individual KML files can be fetched. Forum discussions are also available on each page (you will need to be registered on this site to take part) and the location of the postcode can be seen on a map.
At the moment the database is pretty small so I just return all of the data. As the data set grows I'll change the script to be more selective about what it fetches.
You will also need Google Earth which is available from Google for free download.