Well, I didn't actually make a game with zombies in it, I PLAYED a game with zombies in it.  The above mentioned game is one of the independent games you can find only on Xbox Live.  It costs one dollar to buy so I recommend downloading the game.  It's a top down shooter  like Geometry Wars where you will be shooting zombies and other things while picking up weapon, extra lives and shield upgrades.  The game also has a catch little toon to listen to while you play.

I've been checking out several of the Independent games on the XBL Marketplace.  These are games developed by the community and they go through some review process before being available on the marketplace.  The games range from shooters like I MAED A GAME3 to the Katie's Mazes which is literally a maze like you'd find on a Kids Menu.  I found a nice HDTV video tuner and a 3D racing game too.  These aren't polished or have achievements but if you're looking for a cheap game to fill the void check out the Independent Games.

Marketplace