It seems that the term zeroth world naturally is used to say that such countries/cities are more developed than the first world. More specifically, more developed than USA. Countries/cities like Taipei, Singapore (in this article) or Norway (http://www.chaosnode.net/blog/2018/06/17/life-in-the-zeroth-...) are such examples (you probably can add some more to that list, e.g. Switzerland).
Other articles (https://www.ineteconomics.org/perspectives/blog/america-is-r...) argue that we maybe can just downgrade USA to a developing country (i.e. like 2nd world).