If you play ZombiU's special Survival mode you only get one life for the whole game. Death is death. No respawning as another character, which is what happens in ZombiU's already-tough normal mode.
The creators of the game say they didn't even know if that tougher Survival mode could be cleared, not until very recently. From a recent chat between the game's top Ubisoft creators, including producer Xavier Poix, and Nintendo chief Satoru Iwata:
Xavier Poix: I should add that up to a few days before work on the game was finished, we still didn't know whether it was possible to complete Survival mode to begin with.
Iwata: What? Are you serious? (Laughs)
Poix: I think it must have been only two or three days before we finished work on the game before anyone made it all the way to the end. In the bug database for Survival mode, someone had reported the funniest bug that I'd ever seen in all my life as a developer, saying that the game is too hard and can't be finished. (Laughs)
Iwata: To all the gamers in the world reading this, Ubisoft has thrown down the gauntlet!
Well, lo and behold, someone has finally beaten Survival mode. In the game itself Ubisoft's developers are giving them credit. We screencapped this in the game. The developers have been peppering their game with messages like this since launch: