Postal Code regex for territories throughout the world. https://unicode.org/cldr/trac/browser/tags/release-26-0-1/common/supplemental/postalCodeData.xml?rev=11071&order=date&desc=1

postal-code-regex.php

<?php

return [
    'GB' => '/^GIR[ ]?0AA|((AB|AL|B|BA|BB|BD|BH|BL|BN|BR|BS|BT|CA|CB|CF|CH|CM|CO|CR|CT|CV|CW|DA|DD|DE|DG|DH|DL|DN|DT|DY|E|EC|EH|EN|EX|FK|FY|G|GL|GY|GU|HA|HD|HG|HP|HR|HS|HU|HX|IG|IM|IP|IV|JE|KA|KT|KW|KY|L|LA|LD|LE|LL|LN|LS|LU|M|ME|MK|ML|N|NE|NG|NN|NP|NR|NW|OL|OX|PA|PE|PH|PL|PO|PR|RG|RH|RM|S|SA|SE|SG|SK|SL|SM|SN|SO|SP|SR|SS|ST|SW|SY|TA|TD|TF|TN|TQ|TR|TS|TW|UB|W|WA|WC|WD|WF|WN|WR|WS|WV|YO|ZE)(\d[\dA-Z]?[ ]?\d[ABD-HJLN-UW-Z]{2}))|BFPO[ ]?\d{1,4}$/',
    'JE' => '/^JE\d[\dA-Z]?[ ]?\d[ABD-HJLN-UW-Z]{2}$/',
    'GG' => '/^GY\d[\dA-Z]?[ ]?\d[ABD-HJLN-UW-Z]{2}$/',
    'IM' => '/^IM\d[\dA-Z]?[ ]?\d[ABD-HJLN-UW-Z]{2}$/',
    'US' => '/^\d{5}([ \-]\d{4})?$/',
    'CA' => '/^[ABCEGHJKLMNPRSTVXY]\d[ABCEGHJ-NPRSTV-Z][ ]?\d[ABCEGHJ-NPRSTV-Z]\d$/',
    'DE' => '/^\d{5}$/',
    'JP' => '/^\d{3}-\d{4}$/',
    'FR' => '/^\d{2}[ ]?\d{3}$/',
    'AU' => '/^\d{4}$/',
    'IT' => '/^\d{5}$/',
    'CH' => '/^\d{4}$/',
    'AT' => '/^\d{4}$/',
    'ES' => '/^\d{5}$/',
    'NL' => '/^\d{4}[ ]?[A-Z]{2}$/',
    'BE' => '/^\d{4}$/',
    'DK' => '/^\d{4}$/',
    'SE' => '/^\d{3}[ ]?\d{2}$/',
    'NO' => '/^\d{4}$/',
    'BR' => '/^\d{5}[\-]?\d{3}$/',
    'PT' => '/^\d{4}([\-]\d{3})?$/',
    'FI' => '/^\d{5}$/',
    'AX' => '/^22\d{3}$/',
    'KR' => '/^\d{3}[\-]\d{3}$/',
    'CN' => '/^\d{6}$/',
    'TW' => '/^\d{3}(\d{2})?$/',
    'SG' => '/^\d{6}$/',
    'DZ' => '/^\d{5}$/',
    'AD' => '/^AD\d{3}$/',
    'AR' => '/^([A-HJ-NP-Z])?\d{4}([A-Z]{3})?$/',
    'AM' => '/^(37)?\d{4}$/',
    'AZ' => '/^\d{4}$/',
    'BH' => '/^((1[0-2]|[2-9])\d{2})?$/',
    'BD' => '/^\d{4}$/',
    'BB' => '/^(BB\d{5})?$/',
    'BY' => '/^\d{6}$/',
    'BM' => '/^[A-Z]{2}[ ]?[A-Z0-9]{2}$/',
    'BA' => '/^\d{5}$/',
    'IO' => '/^BBND 1ZZ$/',
    'BN' => '/^[A-Z]{2}[ ]?\d{4}$/',
    'BG' => '/^\d{4}$/',
    'KH' => '/^\d{5}$/',
    'CV' => '/^\d{4}$/',
    'CL' => '/^\d{7}$/',
    'CR' => '/^\d{4,5}|\d{3}-\d{4}$/',
    'HR' => '/^\d{5}$/',
    'CY' => '/^\d{4}$/',
    'CZ' => '/^\d{3}[ ]?\d{2}$/',
    'DO' => '/^\d{5}$/',
    'EC' => '/^([A-Z]\d{4}[A-Z]|(?:[A-Z]{2})?\d{6})?$/',
    'EG' => '/^\d{5}$/',
    'EE' => '/^\d{5}$/',
    'FO' => '/^\d{3}$/',
    'GE' => '/^\d{4}$/',
    'GR' => '/^\d{3}[ ]?\d{2}$/',
    'GL' => '/^39\d{2}$/',
    'GT' => '/^\d{5}$/',
    'HT' => '/^\d{4}$/',
    'HN' => '/^(?:\d{5})?$/',
    'HU' => '/^\d{4}$/',
    'IS' => '/^\d{3}$/',
    'IN' => '/^\d{6}$/',
    'ID' => '/^\d{5}$/',
    'IL' => '/^\d{5}$/',
    'JO' => '/^\d{5}$/',
    'KZ' => '/^\d{6}$/',
    'KE' => '/^\d{5}$/',
    'KW' => '/^\d{5}$/',
    'LA' => '/^\d{5}$/',
    'LV' => '/^\d{4}$/',
    'LB' => '/^(\d{4}([ ]?\d{4})?)?$/',
    'LI' => '/^(948[5-9])|(949[0-7])$/',
    'LT' => '/^\d{5}$/',
    'LU' => '/^\d{4}$/',
    'MK' => '/^\d{4}$/',
    'MY' => '/^\d{5}$/',
    'MV' => '/^\d{5}$/',
    'MT' => '/^[A-Z]{3}[ ]?\d{2,4}$/',
    'MU' => '/^(\d{3}[A-Z]{2}\d{3})?$/',
    'MX' => '/^\d{5}$/',
    'MD' => '/^\d{4}$/',
    'MC' => '/^980\d{2}$/',
    'MA' => '/^\d{5}$/',
    'NP' => '/^\d{5}$/',
    'NZ' => '/^\d{4}$/',
    'NI' => '/^((\d{4}-)?\d{3}-\d{3}(-\d{1})?)?$/',
    'NG' => '/^(\d{6})?$/',
    'OM' => '/^(PC )?\d{3}$/',
    'PK' => '/^\d{5}$/',
    'PY' => '/^\d{4}$/',
    'PH' => '/^\d{4}$/',
    'PL' => '/^\d{2}-\d{3}$/',
    'PR' => '/^00[679]\d{2}([ \-]\d{4})?$/',
    'RO' => '/^\d{6}$/',
    'RU' => '/^\d{6}$/',
    'SM' => '/^4789\d$/',
    'SA' => '/^\d{5}$/',
    'SN' => '/^\d{5}$/',
    'SK' => '/^\d{3}[ ]?\d{2}$/',
    'SI' => '/^\d{4}$/',
    'ZA' => '/^\d{4}$/',
    'LK' => '/^\d{5}$/',
    'TJ' => '/^\d{6}$/',
    'TH' => '/^\d{5}$/',
    'TN' => '/^\d{4}$/',
    'TR' => '/^\d{5}$/',
    'TM' => '/^\d{6}$/',
    'UA' => '/^\d{5}$/',
    'UY' => '/^\d{5}$/',
    'UZ' => '/^\d{6}$/',
    'VA' => '/^00120$/',
    'VE' => '/^\d{4}$/',
    'ZM' => '/^\d{5}$/',
    'AS' => '/^96799$/',
    'CC' => '/^6799$/',
    'CK' => '/^\d{4}$/',
    'RS' => '/^\d{6}$/',
    'ME' => '/^8\d{4}$/',
    'CS' => '/^\d{5}$/',
    'YU' => '/^\d{5}$/',
    'CX' => '/^6798$/',
    'ET' => '/^\d{4}$/',
    'FK' => '/^FIQQ 1ZZ$/',
    'NF' => '/^2899$/',
    'FM' => '/^(9694[1-4])([ \-]\d{4})?$/',
    'GF' => '/^9[78]3\d{2}$/',
    'GN' => '/^\d{3}$/',
    'GP' => '/^9[78][01]\d{2}$/',
    'GS' => '/^SIQQ 1ZZ$/',
    'GU' => '/^969[123]\d([ \-]\d{4})?$/',
    'GW' => '/^\d{4}$/',
    'HM' => '/^\d{4}$/',
    'IQ' => '/^\d{5}$/',
    'KG' => '/^\d{6}$/',
    'LR' => '/^\d{4}$/',
    'LS' => '/^\d{3}$/',
    'MG' => '/^\d{3}$/',
    'MH' => '/^969[67]\d([ \-]\d{4})?$/',
    'MN' => '/^\d{6}$/',
    'MP' => '/^9695[012]([ \-]\d{4})?$/',
    'MQ' => '/^9[78]2\d{2}$/',
    'NC' => '/^988\d{2}$/',
    'NE' => '/^\d{4}$/',
    'VI' => '/^008(([0-4]\d)|(5[01]))([ \-]\d{4})?$/',
    'PF' => '/^987\d{2}$/',
    'PG' => '/^\d{3}$/',
    'PM' => '/^9[78]5\d{2}$/',
    'PN' => '/^PCRN 1ZZ$/',
    'PW' => '/^96940$/',
    'RE' => '/^9[78]4\d{2}$/',
    'SH' => '/^(ASCN|STHL) 1ZZ$/',
    'SJ' => '/^\d{4}$/',
    'SO' => '/^\d{5}$/',
    'SZ' => '/^[HLMS]\d{3}$/',
    'TC' => '/^TKCA 1ZZ$/',
    'WF' => '/^986\d{2}$/',
    'XK' => '/^\d{5}$/',
    'YT' => '/^976\d{2}$/',
];

This is really helpful! Thanks @andresgcarmona!