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1.
An expletive denoting great shock and consternation.

It was used by Professor Farnsworth from tv's "Futurama."
"Five dollars for the secret antidote?! Sweet Zombie Jesus! This is highway robbery!"
by J.F.K. October 31, 2003
 
2.
Zombie Lord who will eat your brains; also the name of the band who represent his music/art/clothing line/religion.
"Sweet Zombie Jesus will eat your brains"
by Dirty Joe June 13, 2004