Nuclear war, zombie outbreaks, meteor strikes, economic collapse, alien invasion, no matter how it happens an apocalypse makes for a unique and engaging setting to run a campaign in, even for a jaded GM.
Here’s a few quick tips that can make a good zombie or other post apocalypse game a great one, and keep the group coming back (from the dead?) for more.
One of the camels in the caravan trips over a dark rock protruding from the sandy dunes. The poor animal has broken its leg and cannot continue. A cacaphony ensues as the animal suffers and the caravan train overseers complain passionately as they redistribute the animal's load across the caravan. (Let's just hope none of the PC's was riding this camel, shall we?)
As the camel is put out of its misery and the camel is skewered over a campfire - waste nothing! - someone takes a minute to inspect the root cause of all the trouble. To their surprise, the upturned rock is worked stone. Some frantic digging may excavate the bottom half of a gorgeously worked1 obelisk, and maybe even the small square forum below; but a more rigorous exploration of the surrounding dunes reveals a buried tomb doorway on each side of the forum.