A rank-size rule following Zipf’s law was tested along a complete urban–rural hierarchy in Greece using 2021 census data released at different administrative levels. Testing five econometric specifications (linear, quadratic, and cubic forms, together with refined logistic and Gompertz forms) on log-transformed population numbers, deviations from the rank-size rule were assumed as an indicator of economic concentration (considering settlements, population, and activities jointly) along the density gradient in Greece. This hypothesis was verified using progressively disaggregated population numbers at (i) regional units (n = 75), (ii) ‘Kallikratis’ municipalities (n = 333), (iii) ‘Kapodistrian’ municipalities (n = 1037), and (iv) local communities (n = 6126). Econometric results were stable across geographical levels and indicate a relatively poor fit of linear specifications, the classical formulation of Zipf’s law. Quadratic specifications displayed a good fit for all territorial levels outperforming cubic specifications. Gompertz specifications outperformed logistic specifications under aggregate partitions (e.g., regional units and ‘Kallikratis’ municipalities). Quadratic specifications outperformed both logistic and Gompertz specifications under disaggregated levels of investigation (‘Kapodistrian’ municipalities and local communities). Altogether, these findings indicate the persistence of non-linear rank-size relationships estimated over a cross-section of population data at progressively detailed observational units. Such evidence enriches the recent literature on Zipf’s law, demonstrating the inherent complexity of rank-size rules tested on real data along the whole density gradient in a given country.