Chainsaws. They can easily cut through large hordes and even boss zombies like a hot knife through butter. Did we also mention it runs on tanks of gas, which can easily last for several minutes of sustained use with very little effort or money? Finding a chainsaw on the hardest difficulty can turn it into a complete cakewalk if the player is careful how they use it.
The Flamethrower. It works like a medium range version of the chainsaw with the added bonus of setting any zombie it hits on fire. In the hands of a decently skilled player most zombies won't even get close before being turned into charcoal. As if that wasn't enough, it also runs on easily acquired tanks of gas just like the chainsaw!
Goddamned Bats: The basic acid spitting zombies. They don't have nearly enough HP to count as a Demonic Spider, but their acid attack has pretty good range, travels at a somewhat fast speed, the acid does decent enough damage that the player can't simply stand still and allow themselves to be hit over and over again during combat, and they spit if the player even looks at them funny. Adding in the fact that they can appear in large groups and are almost always accompanied by other zombies means dealing with them can be a huge pain even on easy.
That One Boss: The Fiend. Its claws do tremendous damage, its possibly the fastest unique zombie in the game, and it just loves to zip around the area, constantly dodging your attacks. It doesn't help that, like most of the bosses, it generally doesn't appear until towards the end of the run, at a point where your ammo and supplies are likely dwindling.