You could try this for ideas. That spider has spider web on it.
Games Workshop Online Store — Goblin Warboss on Gigantic Spider (Direct Only)
The spider web there would be metal and is painted as spider web. You could simply find a material such as thick glue. Position some wire where you want the web to go. Then drip the glue over the wire and paint it pale looking as though it is spider web.
You could also try to use sewing thread soaked in PVA. This could be wrapped all over the areas you want and then painted as web. You could wrap this stuff around some zombie models to make them look like victims.