I have noticed others have posted their strategies but I have one of my own and since it won't be too long to describe I will submit it as a hint.

when you first start run around until you see zombies now shooting them is good but if you shoot them a little bit then melee them you will get more points for killing them. I usually shot them 3-4 times then finish them with a melee. after you get 600 points or more buy the M1 Carbine, and use that for awhile. Keep playing in the same room until level 4 or 5. (during this time you may want to allow a few in so you can get double points or insta-kills, but you might also want to leave one in while you go get ammo and rebuild the barriers, note that the best zombie left is the slowest one.)

when it comes to be too overwhelming, or the next round is expected to be difficult, run into the Hell room and go to the mystery box, or buy the Thompson, either will do, Hold them off a round or two by either running back and forth between rooms or going up the staircase inside the hell room, and remember to leave one left at the end of every round so you can get new mystery weapons or more ammo, or to rebuild the barriers, or to do all of these things. once it has become too dangerous to stay in those rooms open the staircase inside the hell room and run to where the grenades are here ALMOST every zombie will filter through the doorway, with a few coming through the window, but since the grenades are behind you you can throw a few at the doorway and fire any weapon you want, preferably trench gun, machine gun, or ray gun. This spot works best on split-screen since you can combine a the rapid fire of a machine gun with the power of a shotgun, or have two machine guns. Me and my nephew did this trick and we who are barely learning how to play Nazi zombies got to level 9 and we would have gotten to 10 if I didn't make a *** mistake.

In addition to this spot I found that in the Hell room where the wall divides part of the room is a good spot to ambush the zombies with grenades, shotguns or machine gun fire, even the Bazooka would be ideal in that spot, but be careful they can come from the window next to you or on the other side of the wall.

*Note if you feel that the corner where the grenades are is too risky then you can make a run for either the door you came in or the other staircase, and clear the debris there, however I recommend that you don't clear all the debris use it to your advantage.

I hope this...