The beginning of Majima's part where he was watching some zombie movies. When real zombies pour into the room, he comically looks back and forth at the zombies on the TV and the zombies in the room, trying to make sure his eye wasn't playing tricks on him. Then he could only comment "how cool the real thing looks".
Later, after escaping the quarantine zone, he ends up having to track down members of his Tojo branch. Every single time, it seems as though they've been infected, only for them to either A. have been mistaken by Majima (or in the first case another Majima Family member), or B. escape via incredibly insane means. Majima even lampshades the whole thing, saying that it had become a Running Gag.
To add onto the hilarity, the song in particular GET to the Top! is a pop song with a female singer. Haruka's the other character in Dead Souls who sings it along with some very enthusiastic backing from Kiryu. Majima pitch shifts it down to sing it, and most fans seem to prefer his version!
Speaking of Majima, The sheer series of coincidences that lead to his seeming infection being a Red Herring. The Zombie that bit him? Old man with dentures. His reddening eye and cough? It's pollen season and Majima's allergic.
One of the substories, "The Sixth Chairman's Woes", has Majima looking for a couple to use as bait to lure out zombies, like in the movies. When no one agrees, he decides to use Daigo and himself as the bait, but for it to work, he has the Sixth Chairman dress up as a woman and act the part. When they can't find the last zombie, Majima is willing to kiss Daigo to lure it out. It appears right before they do, much to Daigo's joy and relief (he even thanks the zombie for appearing when it did). Once that's done, he orders Majima never to speak of it again, and the whole thing never happened.
Post-credits scene: a drunk man is mistaken for a zombie... right after an entire army of the police and JSDF report.
In one of Kiryu's substories, he gets pulled into a hostess club. The problem? The hostesses he was introduced to are all zombified. Kiryu leaves, disgusted the club would actually pull this off on customers. The manager tries to have Kiryu pay the check, who threatens bodily harm for even suggesting it since the hostesses were zombies. Kiryu gets paid instead for the whole thing.
In one of Akiyama's substories, Akiyama gets a mysterious text from a survivor still trapped in the quarantine area begging for help. The text was sent out to numerous other phones, begging for help, apparently a young woman who had fled from the zombies and that they had torn her clothes off. This causes all the would-be rescuers to nearly fight each other to try and rescue the survivor first. They find the survivor, but it turned out "she" was actually a dude, wearing nothing but high heels... Not long after, they all get texts from survivors claiming to be three busty blonde babes who've had their clothes torn off. The group of would-be rescuers decide to follow on this lead, whereas Akiyama just goes on his way.
One of Goda's encounters has him dealing with...Michiru. Yes, the same crossdresser who chased Kiryu around endlessly in 3. Thankfully he's wised up in the Zombie Apocalypse, so you won't have to deal with him chasing after Goda.