Some dedicated Call of Duty: World at War players have dug deep into the mystery of the Shi No Numa zombie map (from Map Pack 2), and have even found clues in the Verrückt map (from Map Pack 1); it appears that Treyarch has put more thought into the Nazi Zombies mode than anyone realized could be attributed to a side quest.
In short, the theory holds that German scientists have acquired and synthesized element #115 -- Ununpentium -- to develop a new weapon, the Wunderwaffe DG-2. Their source for element 115 was the 450-ton Chicora Meteor, a olivine-hypersthene chondrite that landed in Chicora, Pennsylvania in 1938, and was rumored to have started a short-lived zombie outbreak. The Shi No Numa theory suggests that the Nazis were able to obtain a piece of the Chicora Meteor for the purpose of harvesting Ununpentium.
All of the clues have been collected on the Xbox forums here and Aggregame here. Check it out; it's interesting to see what has been noticed so far, and to wonder what will be revealed in the future.