This may sound silly, but I actually believe a zombie can exist. Extremely unlikely, sure, but out of all the supernatural horrors a zombie (or something very similar) would be the most likely to become real.
Anyway, I would keep my distance and make sure I had an escape route, but I wouldn't run yet. I'd check to see how it acted first. If it's headed towards another person I'd watch to see what happened (and I'd warn the person... maybe). If it's headed towards me I'd slowly back up and see how it reacted. As a final measure I might point behind it and shout something like "Holy shit, lady, put your bra back on!" If it THAT didn't make it turn it's head away, this things is officially a zombie and I'd haul it. Or grab something with plenty of reach and bash it's head in.
Anyway, I would keep my distance and make sure I had an escape route, but I wouldn't run yet. I'd check to see how it acted first. If it's headed towards another person I'd watch to see what happened (and I'd warn the person... maybe). If it's headed towards me I'd slowly back up and see how it reacted. As a final measure I might point behind it and shout something like "Holy shit, lady, put your bra back on!" If it THAT didn't make it turn it's head away, this things is officially a zombie and I'd haul it. Or grab something with plenty of reach and bash it's head in.