I think the appeal of zombies is that they look like people, but aren't. And Killing people is one of the greatest tabus of our society, so naturally something that looks like people but can be killed without remorse or negative consequences is extremely attractive. Plus, in fiction, humans are the top of the food chain no matter what sort of giant monster may come, because in the end we manage to contain it. Therefore an infection, be it of undeath or just mindlessness, that effectively turns humanity's great numbers from an advantage into a weakness, is our only possible natural predator. Nothing is scarier than having to fight yourself when you are the greatest power around. This is part of the appeal of Xenomorphs, too. The stronger the species that fight them, the stronger the Xenomorphs they hatch. Except for them, you can find the source, but for zombies it's usually impossible.
Also, my 2 kg of pizza just arrived. I shall feast.