I personally have an irrational fear of zombies (and clowns ::poltergiest::). When I was younger I would get myself so worked up just laying in bed, that I would be TERRIFIED to get out of bed to get a drink or use the bathroom unless someone got up to turn the light on for me. Just the SONG from twilight zone made me have to run into my room and plug my ears and sing loud (because of the first scene from the movie where the one guy in the car with dan akroid asked if he wanted to see something REALLY scary) I think it is absolutely REDICULOUS that the networks air horror movie commercials during the day.
All I can tell you is, even though he knows zombies aren't real, just bear with him when he needs you. Eventually he will be able to push it out of his mind, and he will have to get over it himself. Just don't make fun of him for being scared, and don't share this info with his friends or family members with kids around his age. (you can get even with him by telling his wife down the road ;) ) TIVO is a blessing, if you record the shows you want to watch, you can just forward through the commercials. Halloween is coming, and the commercials and movies are only going to get scarier. Keep him away from the tv.
I've never been overly religious, but I started praying to God to protect me from everything I was afraid of. That helped me a little. Good luck and try to be patient.