I started something like this with my group. They started in our home town and we played there for a few sessions. Then they found the "source" of the zombies was an ancient mystical seal (appropriately hidden beneath a Wal-Mart).

When they destroyed it they, literally, let all hell loose.

Through a series of events they were transported to another dimension which is ... infested with zombies. I know that this made it sort of a cheesy zombie version of Sliders, but they liked it and it allowed me to throw all kinds of different dead worlds at them.