It stems from a lot of things. If your belief system follows a juedo-christian path, then it's a religious thing. The belief that doomsday will come and wipe away the unrighteous and bring back the savior and other crap like that.
For others, it's a conspiracy thing. You never know when the next mad man (or woman) in the gov or in a terrorist org will do something that is pretty equivalent to the end of the world.
For yet others, it's simply a matter of an over active imagination coupled with an extreme anxiety complex.
As for the zombies, people just like zombies, lol.