Purchased, if you dare, from the Mike's Chop Shop in New Pittsburg, the Zombie Donkey has only one benefit: being bloody scary. Even monsters agree, Zombie Donkeys are terrifying creatures. Rumors say that the Zombie Donkey will, after time, decompose further, becoming even more frightening1). However, this is horrible to consider and hopefully a lie2).
A Zombie Donkey costs 15 cigarettes and stays with you forever and ever. Until you sell it, at which point it'll be decomposed and skeletally beyond recognition.