Office Complex: The storage space where you get the magnum. The guard zombie appears to be invulnerable both immediately before and during the animation where he attacks the guard. I unloaded two full glock magazines into it to no effect. To kill it, I needed to attack right when it appeared.
We’ve Got Hostiles: The section where the grunts rappel down the vent shaft. If you move behind the crates after the explosion, one grunt just hangs at the top left of the shaft and the other clips through the map, but continues shooting at you.
Surface Tension: The scene where you blow up the Osprey with the TOW missile. Afterwards the tank comes out of the tunnel. I died in this section thanks to ignoring the grunts, and reloaded. Upon reloading the save, the tank stayed in the tunnel, would not register damage from the TOW, and would not attack the player at all even when standing directly in front of it.
General: Shooting zombies in the middle of animations (Most notably in Unforeseen Consequences and Office Complex) will cause them to briefly cancel the animation and stand up.
Security guards have a yellow stripe down the sides of their trousers. Their zombified counterparts do not. Kind of an oversight.