Whenever I run an RPG game, I typically prefer to play background music that adds to the vibe of the game but doesn't pull the players away from it. I almost always use soundtracks that are less popular. For example, I won't play Raiders of the Lost Ark when running a pulp action game as it's too recognizable, but I might play The Mummy or The Mummy Returns. For a pulp fantasy game, I might add Van Helsing to the mix (say what you will about the film; it was still fun to watch).
In some cases, I'll pull in tracks from video games as well, and there are plenty that have been scored by some great composers.
With that in mind, here's a few soundtracks from which I've pulled tracks to listen to while writing LAD.
What's your zombie apocalypse soundtrack?