Call of Duty World at War is a very good game. Not the best in the series though.
In the story, you control Pvt. Miller and Pvt. Dimitri through some battles of World War II, including Semper Fi, stuff like that. Not the battles we've seen in other Call of Duty games, or other war games for that matter.
The game is darker and gritter then ever before. In the beginning, you watch your own soldier get tourted and get his throat slit with a knife. The game even has a warning before you start a game! Anyway, some new gameplay elements have been added, and by some, I only mean one. Shooting enemies with a powerful gun, like a shotgun blast up close, will dismember some of them.
Besides that, the game is the same as the other WWII CoD games.
When you beat the game on any diffucilty setting, you unlock Nazi Zombie mode (or Night of the Living Dead), where you (or three other people) are locked in a half-damaged bunker, with dead Nazi's coming to break in through the windows, trying to kill you. You get points for headshots, consectuive kills, and barracding windows, and also clearing rounds (I'll get to that in a minute). You can use these said points to unlock different parts of the bunker, or buy different weapons (like a Trench Shotgun, or a B.A.R.). You can also buy ammo for these weapons.
There are an unlimited number of rounds, so basically, you cannot beat Nazi Zombie mode. You can surivive as many rounds as you can, but when you get killed by a zombie, it's over. You get your point totals and start the mode over again. As you go up in rounds, the mode becomes harder. Zombies will start to run at you faster, can take more bulets, etc. You'll probably go to a round where the zombies are so fast, they could beat the Flash.
As you kill the zombies, you can actually earn powerups! Such as, instant kill, multiplier, etc. As for Xbox Live multiplayer, I don't know. I have no Xbox Live. Also, it's kind of weird that I talk more about Nazi Zombie mode then I do about the actual game, but, Nazi Zombie mode is fun.
Overall, good game. Great extra mode!