#1. Zombie Nation is by Kernkraft 400. You may not recognize the title, but this is one of those songs that everyone recognizes once it gets to the chorus. It's got a great techno beat, is good to dance to, and is fun. There aren't that many words and it takes a little while to build up steam, but it's a great song all the same. Shaun of the Dead used this song in a great way: it was used in the scene where Shaun is on the bus and a guy behind him is listening to Zombie Nation really loud. I love little details like this in films.
#2. I don't think Thriller by Michael Jackson needs any explanation. The video is probably the first thing I had ever scene about zombies and I fell in love with it; it was like a mini horror movie. As a child I could not get enough of horror movies even though they scared the crap out of me and gave me nightmares.
An honorable mention goes out to Love Me Dead by Ludo. It's not quite about zombies, but it's definitely a twisted love ballad. With lyrics like "Kill me romantically/ Fill my soul with vomit and then ask me for a piece of gum," this is a horror, gory love song if I have ever heard one. He goes from absolutely idolizing her to insulting her in sometimes the same line. the video is full of camp and awesomeness. Please watch it.