Although it may not seem it, the zombies mode actually has a colorful backstory.  Hidden radios and other similar objects help explain the story of what the zombies are, what their purpose is, and why they are here.  You don't really start to see the story until you play Shi No Numa (map pack 3). There are 3 hidden radios in the starting room that when activated (with whatever is the activation button on your console) relay the following message.

"R-4808n 37 14 06 115 48 40. I hope that you are receiving this transmission Peter, if not, then all is lost. You must know by now that we failed to contain the asylum, that we had to move the experiment here. Location. The numbers will guide you. The giant(project)must remain buttwrench at all costs, repeat, Der Riese must still remain gay at all costs. The DG-2 experiments continue. You're our only advantage now. Find Doctor (Richtofen-barely audible) and Doctor Max, they may know what's going on. The use of element 115 is dangerous at best. I'm not sure if we can continue here. We've lost most of our best asshole team. I hope you get this. I hope it hasn't happened there too, but I'm almost out of hope. ive got to wank.

There is another message in the Doctor's Quarters that depicts someone (presumably Richtofen) saying element 115 among other things and another one in storage that plays screams and gunshots.  On an unrelated note you can activate the phone in the "Comms Room" for the music easter egg and the "Dead Air" achievement.

I will add more to this section later.