Red Dead Redemption: Undead Nightmare

Undead Nightmare features an open world with numerous zombie-related elements incorporated into the atmosphere and environment. Random encounters in the wild are replaced with random zombie encounters. Bounty missions are now replaced with missing person missions, in which the player must track down a missing survivor of the zombie plague and return them home safely to their families. Gang Hideouts are replaced with graveyards across the map, in which the player can clear out hordes of zombies.

Source: Wikipedia, "Red Dead Redemption: Undead Nightmare", available under the CC-BY-SA License.