Geographic Hierarchies in a OLAP Cube / Data Warehouse Are the following geographic hierarchies correct?
Do any US/Canadian area codes cross state/province lines?
Do any US/Canadian counties cross state/province lines?
Are there countries with counties but no principal country divisions (states/provinces)?


Zip / Postal Codes

US Style

Continent > Country > State/Province > Postal/Zip

UK Style

Continent > Country > Postal Code

Towns / Cities

US Style

Continent > Country > State/Province > City

UK Style

Continent > Country > City

Area Codes

US Style

Continent > Country > State/Province > Area Code

UK Style

Continent > Country > Area Code

Counties

US Style

Continent > Country > State/Province > County

UK Style

Continent > Country > County
To answer at least some of this:


Area codes do cross state boundaries in rare cases. There is a tiny bit of the Oregon 541 area code that is shared with California:


https://en.wikipedia.org/wiki/Area_codes_541_and_458


Zip codes do very rarely cross state boundaries, or have really odd zip code assignments compared to their geographical assignments. One example being 65733 in Arkansas and Missouri, where a few remote places are served by the 65733 Missouri Zip code:


https://en.wikipedia.org/wiki/ZIP_code#Secondary_regional_prefixes_.28123xx.29_and_local_ZIP_codes_.2812345.29


New Zealand used to have only counties, when they abolished provinces in the 1800's, and now a lot of them have merged into districts. Denmark also changed from counties to regions as well, without any provinces. Norway and Hungary are two more examples of a hop from country to county. There's a lot of fascinating pages on Wikipedia regarding counties and other administrative divisions:


https://en.wikipedia.org/wiki/County


There are certainly odd cases that would be hard to fit into the hierarchies you've outlined above. China, for example, has prefectural level cities that are below a province and above a county in their administrative division hierarchy. I'm not sure how much effort you would want to go through to make these generic by country, though.


https://en.wikipedia.org/wiki/Administrative_divisions_of_China

https://en.wikipedia.org/wiki/Table_of_administrative_divisions_by_country

https://en.wikipedia.org/wiki/Administrative_division 

Hope that helps answer your question. =)