I should be glad to discover that others are in the same stupid situation where Italy is: a private company is allowed by the government to hold a monopoly on basic data, like the ZIP codes (Codici di Avviamento Postale, CAP in Italian).
A group of Italian volunteers have rebuilt the database, although without geographical references and the list is distributed by Free Software Foundation Europe (in Italian only). UK’s approach is interesting too: check on the website.
Boing Boing: Help build a public UK postcode database
New Public Edition maps are trying to create a freely usable UK postcode database. The British Post Office owns the database of postcodes and their corresponding coordinates