One way to see if A zombie is dead is to face away from it and press R. You should automatically turn around to face the Zombie if it is still alive.
Perspective, from side door
(Door knob turns)
Jill - "Who's there?"
(Door slams open and a zombie comes through and sees Jill.)
(Jill backs away as the zombie follows her,)
Barry - "Hey you! Get away from Jill!" "This guy is crazy!"
(Barry takes two shots and kills the zombie.)
Barry - "What the hell is this thing?" (This is Jill's line when it is done the normal way)
In the original PlayStation version of the game, this trick would make you able to take down zombies in three gunshots, but apparently it will not in the Gamecube version.