Mapzen discontinued Borders on October 14th, 2016. Learn more about alternatives in this blog post.
borders
Country, region and city boundary data from OpenStreetMap, served monthly
Each country link contains a zipped directory of geojson files, each describing increasingly detailed administrative boundaries. The hierarchy varies by country but in the United States, admin layer 2 describes the national boundary, layer 4 is states, layer 6 is counties, and layer 8 is cities. The OSM wiki has specifics for each country.
Check out the OSM wiki for more information on admin levels.
Full planet file available here.