This IRS webpage links to individual tax statistics by zip code.
Although the latest complete statistics was for 1998, the data still contains some interesting information. For example, it provides the number of returns, average salary and wages, earned income credit, average tax, and schedule A (itemized deduction), C (business profit/loss) and F (farming profit/loss) statistics, allowing you to quickly get an idea of the average income level of the population living in a particular zip code.
Source: TaxProf Blog