While the characters for the most parts plays the horror of living in a Zombie Apocalypse straight, there are some rather... odd instances where John will watch a close acquaintance (such as McDougal and MacKenna) get eaten alive right in front of him while he does nothing but stand and stare, and another scene has him and West Dickens witness a man being surrounded and mauled, to which they react as if they just saw someone tripping over.
Anticlimax Boss You may spend a good long while waiting for the Chupacabra to show up and fight you, but it'll take you only one good shot to bring it down.
So people want to block off Mexico because they believe their problems are caused by violent people crossing the border? Sounds familiar. Also might qualify as Harsher in Hindsight.
Moral Event Horizon: West Dickens actually has the gallstones to hawk his All-Natural Snake Oil to the traumatized, grief-stricken, injured survivors of the Zombie Apocalypse, outright preying on their desperation, for the whopping price of 100 gold coins. John seems prepared to shoot West Dickens himself for such a low-class act, which scares him into at least giving the stuff away free.
Narm: The opening scenes where John's family is zombified lose a bit of punch due to the fact that John spends most of it in his underwear, which, while period accurate, looks a lot like footie pajamas. Seeing a stone cold badass like John Marston wearing that is more than a bit giggle-worthy, especially as the hog-tie animation puts his behind right in front of the camera. And the underwear is one of the available outfits for him, meaning you can have Marston take on the zombie apocalypse in his skivvies. Though given John's altogether nonchalant reactions to having to hogtie his wife and son and go off to stop the zombie apocalypse, it seems likely the whole scene was meant to be a little tongue-in-cheek to begin with.
Which would be supported by lines like these:
John (to his zombified family): Now I don't know what's gotten into you sick, crazy bastards. [...] Probably just a fever. Jack, be kind to your mother. Abigail, teach the boy right from wrong. Stop biting chunks outta people!
Take That, Scrappy!: Any players who hated Herbert Moon and Harold Macdougal will be pleased when both of them are uncermoniously and viciously killed by zombies while John does nothing to help them, with the latter even being killed by a zombified Nastas.
That One Sidequest: There's one challenge that requires you to headshot 5 zombies in 10 seconds with the sniper rifle, without using Deadeye. It's ridiculously difficult to do this conventionally, because as soon as you pop the first one in a group, the rest will charge or stagger toward you with their heads bobbing all over the place, and the sniper rifle's aiming mechanic isn't the greatest. A better way to do it is to get into melee range with the sniper rifle equipped, and perform 5 executions.
Or just hide on top of Fort Mercer.
You can also go the middle of Jorge's Gap and attempt the achievement from the cliffs there as the gap is teeming with zombies.