The first thing that I thought of was the film, 'Cemetery Man'. Its the 90's zombie-noir film starring Rupert Everett.
I'm not what you would call a Roger Ebert-slash-Joe Bob Briggs-slash-stars kind of guy, so I'll save the summary for the anonymous reviewers at Wikipedia: http://en.wikipedia.org/wiki/Dellamorte_Dellamore
Safe to say though that this film fits your theme very well and it's on DVD.
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