Call of Duty: World at War.
As you can see for yourself in the video after the break, these re-animated soldiers of the Third Reich may shamble in place of goose-stepping, but their relentlessness is unmatched. From what we've seen of it, the mode most reminds us of the wave-based Horde co-op in Gears of War 2. If we had to choose between Locust and Nazi Zombies (or is that Zombie Nazis?) we'd have to go with the latter.