Call of Duty: World at War contained a few surprises and one of them was the Nazi Zombies mini-game. It was horde mode, but it was awesome.
Infinity Ward skipped the mode in Modern Warfare 2 and Treyarch had been pretty tight-lipped on the mode. Unfortunately for them, other evidence may have made their silence in vain.
This is because the Bradygames Call of Duty: Black Ops strategy guide states that it contains "Nazi Zombie Coverage", which can only really mean one thing.