Whoops. I read it the other way around. Will fix, currently theseare just the OP immortal choices:
<3 You started a thread with a pic of Mai. But she's bascially god mode, so let's talk about other options.
Her much less intresting Key counterpart, Kanade is also a good example, since as that show suggests, is even more OP, and might be like the Terminator. Most regular attacks, such as bullets, bounce off her and she seems to be able to heal any injury. In addition, since she can casually come back from being thrown into molten lava, I think that's a pretty easy shoo-in.
And of course, can't mention Kanade without Yuki Nagato, who can seemingly do anything.
We also have Gilgamesh from the Fate series who could clear the world of such scum, and Bah-serker from Fate/Stay Night. His insane regenerative power ensures that the endless hordes of relatively weak zombies cannot stop him.
Of course, Homura would be an easy pick since...
The cast of Nanoha would be able to rid entire star systems of Zombies. Nanoha being the best eqipped, since her defense is stupidly overpowered, and her Starlight Breaker gets stronger over time. Though Signum's not be up to luster lately.
With special mention to Fate, since she seems to be invincible while singing.