Can any one help me in finding the city name in the map when I give zipcode through iPhone application.
As Deepak suggested, a Geocoding API is almost certainly the way to go. Google and Yahoo both provide good ones that can convert zipcodes into city names.
Here's a sample Google query for zipcode: http://maps.googleapis.com/maps/api/geocode/json?address=77048&sensor=true
And a sample Yahoo query for zipcode: http://where.yahooapis.com/geocode?q=77048&appid=0
Created a little native tool that looks up city, state, and lat/long without using the network connection. Has a rather large (1.9MB) SQLite database to pull from, so don't include this if you can just query Google or another online API.
https://github.com/ocrickard/OCZipLookup
I don't think there is any feature built-in that will help you find the city name like this. You can look at Geocoding options such a Google's Geocoding API but then you might need a bit more info than zip code.