I did really like the ship idea (like a poster said above me, not exactly correct, but it's the IDEA). Something like that, with having to deal with a cramped space, and other dangers apart from the zombies.
Well, I know that right now, I am running a Dwarf Fortress inspired zombie apocalypse. Basically, in Dwarf Fortress, zombies happen one of two ways:
1. A wiza- A necromancer did it.
2. A cloud of weather or an evil biome resurrects the corpses, bodies, body parts and skins/muscles etc.
So basically, a storm blows through and the players have to deal with the zombies it causes. It means that sure, they can just kill the zombies normally, but the moment a storm starts... well, all of a sudden the entire horde is back. The best part is that they have not figured that out yet. Add to that the fact that they must look after their weapons and armour, as well as food, and we have a rather tense campaign that links into the over-arching story of my world.
So the normal idea of a Zambie apocalypse works well enough in most settings. Just make sure that the zombie apocalypse doesn't JUST add zombies. Give special reasons for things, enforce survival rules, and make it a proper thing. I don't like campaigns where "there's zombies everywhere!". But the DM doesn't deal with weapon degradation or food, so all that happens is that there are a lot of zombies everywhere. Not fun. That's why I like the ship idea. Yeah, there's zombies. But it's happening in World War 2, there are Germans everywhere, the ship is fucked, limited weapons until you find all of them delicious MGs and also zombies.