You could also lose the colony in a war, and you could turn in the colony (make it part of your country, i.e. France and New Caledonia) for 2-4 free cities.
You could have multiple colonies, and you'd be able to expand them.
Nuclear Fallout (would happen with nations that have nuclear power).
I think any Zombie Apocalypse would have to be a worldwide event, not just a handful of nations.
Same with Alien Invasion.