A popular strategy is to run around in circles in a large area until all of the zombies are behind you, then shoot what ever bullets you have into the horde. When you run out of ammo, switch to a thundergun, or a ray gun to clear the horde.
Missions are the main goal in Modern Warfare Zombies. In Zombies, the story is separated into three distinctive Acts with a series of challenges leading up to a Story Mission. As you progress further into the narrative, the Missions will become more challenging.