From the introduction:
Nazi Zombies of World War One is an action/horror storytelling game set in the trenches of the Western Front during World War One, in 1917. After the warmup and a prologue scene there are four main scenes and three interludes, and then an epilogue. In the main scenes the players tell about the war and their characters in it, and later about the menacing Nazi zombies. Every time a player has had their turn and told a bit, they have to roll a four-sided die. If they roll a one they become "threatened." If they roll a one while threatened, their character dies. The first main scene ends after one has fallen, the rest after two have kicked the bucket. The intent is to build up tension and at the same time tell a grim tale. If your character dies, you must instead speak for the war and the Nazi zombies. You don't play an individual Nazi zombie. In the interlude, players with surviving characters play more traditional in-character roleplay. This builds up the characters as people that we care about, so there's something to lose when the bullets are flying and the dice are rolling.