Location: Sedalia (or anywhere really)
To get this trophy you will need to find two zombies quite close together (standing together or passing by each other). Once you have sight of these two switch to your rifle, align the shot at their head and boom! Shooting them in the head will allow the bullet to travel through both of them.
If you like being sneaky through these missions you can always load up a new game if you want to do this.
Below is a video (X360 version) from my YouTube channel.