The eerie thing about every End-Of-The-World story in nearly every religion throughout history: they all mention the dead rising from the grave and walking upon the earth once more (granted, it isn't explicitly implied they're the flesh-eater variety of resurrected corpses, but, better safe than sorry). It should also be noted that there are often cemeteries in close proximity to churches, meaning that depending on the type of zombie outbreak these might actually be among the worst places to hide.