UDT has its own storage format, that is not natively supported by the reports module. It stores data serialized one field per record in UserDefinedData.

To get all field values for "City" you can either lookup column ID in UserDefinedFields and use Id or Join both tables (first solution is easier).

If FieldID for City = 9, FieldID for State = 10, FieldID for Zip = 11 you ca query all three fields like:

SELECT C.FieldValue AS City, S.FieldValue AS State, Z.FieldValue AS Zip
FROM UserDefinedData AS C INNER JOIN (UserDefinedData AS S INNER JOIN UserDefinedData AS Z ON s.UserDefinedRowId = Z.UserDefinedRowId) ON C.UserDefinedRowId = S.UserDefinedRowId
WHERE C.UserDefinedFieldId = 9 AND S.UserDefinedFieldId = 10 AND Z.UserDefinedFieldId =11

Note, that all 3 fields must be filled out (use outer Join, if you want to include empty values as well).

For each field you need to rejoin the UserDefinedDataTable:

SELECT C.FieldValue AS City, S.FieldValue AS State, Z.FieldValue AS Zip, A.FieldValue AS AnyOther 
FROM UserDefinedData AS C INNER JOIN (UserDefinedData AS S INNER JOIN (UserDefinedData AS Z INNER JOIN UserDefinedData AS A ON Z.UserDefinedRowId = A.UserDefinedRowId) ON s.UserDefinedRowId = Z.UserDefinedRowId) ON C.UserDefinedRowId = S.UserDefinedRowId
WHERE C.UserDefinedFieldId = 39 AND S.UserDefinedFieldId = 40 AND Z.UserDefinedFieldId =41 AND Z.UserDefinedFieldId=42

If you are using MS SQL 2005 you can also try using the PIVOT statement to create an appropriate tabular recordset. If you are giong to fill a DataSet in DotNetNuke use the provided Function BuildCrossTabDataSet instead.