MySQL 5.7

By using db<>fiddle, you agree to license everything you submit by Creative Commons CC0.

create table `Table` (zipcode varchar(5), city varchar(20), state varchar(2))
insert into `Table` values
('12345', 'San Francisco', 'CA'),
('67890', 'Los Angeles', NULL),
('34567', NULL, 'AL'),
('87654', NULL, NULL)
SELECT CONCAT(zipcode,
              CASE WHEN city IS NOT NULL OR state IS NOT NULL THEN ' - '
                   ELSE ''
              END,
              COALESCE(city, ''),
              CASE WHEN city IS NOT NULL AND state IS NOT NULL THEN ', '
                   ELSE ''
              END,
              COALESCE(state, '')
              ) AS address
FROM `Table`


address


12345 - San Francisco, CA

67890 - Los Angeles

34567 - AL

87654