WeoGeo offers a one-stop-shop for Boundary Data with this listing. Select from over 15 different boundary data classifications ranging from whole Countries down to neighborhood boundaries within many major cities. All of the data comes from either public domain sources or are licensed under a Creative Commons / Open Database license and can be used in all sorts of applications provided the necessary credit.

At the global extent, Natural Earth 1:10m Boundary data is available. Natural Earth offers administrative boundaries for countries, sovereign states, and disputed areas. The World Neighborhoods data covers over 20 cities ranging from Toronto to Barcelona to Cairo and Tokyo. Created by SimpleGeo, the World Neighborhoods is listed under the Open Database License and was created using OpenStreetMap, Flickr, GRASS, and the Python library known as Shapely.  Also available are neighborhood boundaries for the United States from the real estate company Zillow. Their data offers over 7000 neighborhoods found in the large US cities.

Also available for the United States are TIGER/Line 2010 boundaries. There are files for State, County, Metropolitan, ZIP Codes, Census Tracts, and Block Groups. This data is released by the US Census Bureau every year.

Data Layers:
TIGER/Line State Boundaries
TIGER/Line County Boundaries
TIGER/Line Metropolitan Divisions
TIGER/Line 5 Digit ZIP Code Boundaries
TIGER/Line Census Tracts
TIGER/Line Census Block Groups
Natural Earth 10m Admin Countries/Sovereignties
Natural Earth 10m Admin Boundary Lines & Scale Ranks
Natural Earth 10m Admin Disputed Areas
Natural Earth 10m Admin States & Provinces
Natural Earth 10m Urban Areas
SimpleGeo Neighborhoods (2011.08.17)
Zillow Neighborhood Boundaries (US)
SimpleGeo Neighborhoods: Asia
SimpleGeo Neighborhoods: Australia
SimpleGeo Neighborhoods: Canada
SimpleGeo Neighborhoods: Europe

The SimpleGeo Neighborhood Data is made available under the Open Database License (ODbL)