Firstly I must warn you, I'm a very blunt person at the best of times lol and tend to say what I mean. If this may offend please let me know
1st think I like is your lighting

One thing I dislike is the use of bond1's saw blade zombie in the 2nd picture

There is no bench saw/rip saw, or any other prop in that room that could have spit that blade at the wall pining the zombie to it. So it does not work in my eyes.
In the same picture, the venting steam/smoke/gas? looks wrong for the simple reason that pipe id not damaged at the point of steam escaping. I suggest making a few overlays of cracks/holes, so you can place on pipes etc to give a little more reality.
I don't like the hud either, for the simple reason I really don't like the top part of my screen littered with stuff other than my HP/shields etc and prefer guns and ammo down the bottom.
The gas room particle effect looks more like a cinema projector effect to me. maybe reduce the scaling of your particles to give a more gaseous look to it ??
Everything above is just my personal opinion and nothing more, but then I did warn you I was blunt
Edit: Also your lights need an _I texture and to use illuminationent.fx or similar shader, so they actually look like they are producing the light that comes from them.