It had been nearly a month since the apocalypse began, an unknown virus swept through the earth, turning humans into mindless cannibals. And before anyone could really even understand what was happening, the governments around the world quickly collapsed. No longer capable of protecting even the most minor of cities from the violent outbreak.
During this time those who were paranoid, or perhaps one might say under the circumstances "wise" fled to their shelters which they had prepared in advance of the outbreak. Not necessarily knowing that a literal zombie apocalypse would befall humanity, but Moreso suspecting the end of times were nigh.
Though the government had its own facilities as a result of measures taken during the cold war, most of which were currently operational, hiding the important figures of the federal government, other such shelters were in the hands of private citizens, or potentially even a few state politicians.