Mandatory Credit: Photo by Dinendra Haria/LNP/REX (10436950a) People wearing costumes gather before participating in a 'Zombie Walk' on World Zombie Day. World Zombie Day, London, UK - 05 Oct 2019 World Zombie Day is an international annual event that grew from Pittsburgh's first ever Zombie Walk at Monroeville Mall in 2006 where scenes from the Dawn of the Dead movie were shot. Now, more than 50 cities participate in the event.