Recently I've been watching old zombies content, history and blogs, mostly around Black Ops and World at War, and as many of us knew Nazi Zombies wasn't revealed or promoted before World at War's official launch.
That's what many players believe, and even Treyarch have officially stated (queue Mark Lamia's @ 2015 D.I.C.E. Summit), so must of us just assumed Nazi Zombies was officially unveiled on November 11th, 2008 (World at War).
But, I found out that it was actually revealed on October 26th, 2008, three weeks before its official launch. It was posted at GameTrailers.com Forums, via an exclusive gameplay video of that brand-new game mode for Call of Duty.
- Forum post from GameTrailers, recovered from Internet Archive: Oct-27-08
- Another archival link, just to watch comments/opinions: Nov-06-08
- Video reupload from YouTube (since the original GT video link was deleted): Oct-30-08
- Extra: Jesse Snyder's blogpost about the game mode.
- Extra: Brian Tuey's blogpost about music for zombies.
So, TL;DR originally, Nazi Zombies wasn't a secret game mode hidden until launch, it was actually advertised weeks before World at War's release date.