The first Black Ops: Cold War has the best overall zombie experience, I would say. Best progression system, mission variety, and level design. Has local split screen or online play for up to 4 players. We played all of the currently released zombies and the BO:CW was the most complete zombies experience IMO.
Best version of cod zombies?
Used to love playing cod zombies with my brother when I was younger, thinking of picking it up again...