You’re likely zooming in past the optimal scale of the Natural Earth data. It’s meant for mapping at the 1:10,000,000 scale maximum which is around zoom 7 on Google Maps:
http://maps.google.com/?ll=37.709899,-79.508057&spn=9.24368,11.052246&t=m&z=7&vpsrc=6
There are other datasets out there if you want to zoom in more. Natural Earth is optimized to be a lightweight dataset compared to those.
Things could always move over, of course. If you want to do that, download QGIS and toggle the editing mode and move the boundaries over a smidge to fit your needs.
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