Zombies are not scary, zombies have never really been scary (well not the zombies we see in the movies, Voodoo zombies are a scary idea, a man slips you a poison that takes away what makes you, you and turns you into a mindless drone and his slave). A slow lumbering zombie would be easy to kill, the fast zombies are still dumb, we can out think them and we have guns, bats, sharpened sticks, tire irons, etc. The only thing that makes zombies so menacing are vast numbers but when you think about it zombies couldn't grow to those numbers because they would be so easy to stop.
A zombie apocalypse with the zombies we see in the movies could not happen. A zombie virus would be easily contained and undead zombies would be too easy to stop. A zombie horde would be easy to take out from a helicopter and if that doesn't work carpet bomb them with napalm. Even in 1968 when the original Night of the Living Dead came out the zombies would have been easily slaughtered.
Can zombies be made scary? I think so. Just look at this Youtube video.
Well how do you make zombie movies scary? It can be broken down into some rules. These are not absolute rules you can break most of them and still make a scary zombie movie, book, game, etc.
1. Drop the virus explanation. I understand why writers use that explanation, they want to explain why the zombie apocalypse is happening but using the virus explanation diminishes the horror of it.
2. If you must use the virus explanation don't make it so you have to be bitten by a zombie or directly interact with a zombie to catch the virus, make it airborne. Symptoms should appear right away, it shouldn't take like a week for symptoms to appear and five of those days they are contagious. This would explain how the virus can spread seemingly so quickly, it didn't it had plenty of time to spread, no one noticed it until it was too late.
3. Don't explain the cause. A zombie apocalypse would be a lot scarier if the cause is unknown. In horror explaining things weakens the horror, if you don't know what "it" is or what the cause is you fill that void with what scares you the most.
4. The dead should wise fwom der gwaves and if a character dies, he become a zombie. Needless to say the dead rising is a lot scarier than a virus.
6. If you must explain it go with the paranormal or supernatural rather than the natural. The gods passing judgment on humans, demons from another dimension possessing the corpses of the dead, an evil wizard casting a powerful spell, etc. These are scarier than a virus.
7. Make the zombies smart. Stupid zombies would be easy to stop smart zombies on the other hand wouldn't be so easy to fight and stop. If they are smart enough to pick up guns and shoot back at you then holding the zombies off turns into a fire fight.
Now as I said these are not absolute rules and a good writer could ignore all of them and still make a scary zombie story.
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