they certainly do, here is one from Warsaw, lot's of photogs taking advantage of the happening: https://www.youtube.com/watch?v=pfLYxkTWwNI, the soldiers are part of the spectacle but the cops (in black uniforms) are real and just walking casually to ensure zombies do their thing... there were zero cops in Paris at the time of my shooting (as far as I could see) -- I believe most large cities host zombie walks, a bit of searching on the web should reveal events near you, most coming in the fall so plenty of time to prep and plan