You are returning two different types of data: VARCHAR and INT - so SQL tries to be helpful and automatically parse the VARCHAR as an INT for you. Since it contains text that isn;t a number, it fails.
Instead, try this:
select ID,FULLADDRESS,CUSTOMERADDR1,CUSTOMERADDR2,LANDMARK,CITY,STATE, PINCODE from customerloandata
with (nolock) where city IS NULL or STATE IS NULL or PINCODE IS NULL
[edit]Forgot the code block :doh: - OriginalGriff[/edit]