Well, several issues with this, but the foremost issue is with using

where ... in (select...)

Please don't. You already have your IDs in a table and a Primary Key (hopefully clustered) on SalesID in your application table. So just join the tables!

DELETE

YourDB.dbo.SalesZIP

from

YourDB.dbo.SalesZIP orig

inner join #InnerTemp dead on orig.SalesID = dead.SalesID