Personally, I'm more worried about mutant pirate ninja velociraptors. Those turkey-sized things are out to get us all with their sais and swords! :P
Really, though, it's fun to make believe. If people TRULY believe in undead zombies, I'd be a bit scared that they might need professional help. However, there are viruses, fungi, and parasites that do basically hijack the central nervous system of animals to make them behave unnaturally. One ant parasite turns the abdomen bright red and makes the ant go up in a tree where a bird will eat it. The parasite needs the bird as a secondary host. Another parasite needs water after it infects its first insect host, so makes the insect basically go drown itself. There's some pretty freaky stuff in nature.