Some can grab you and eat you in a single bite, while others can bulldoze their way through walls to ruin your cover and open the floodgates to more threats.
Thankfully they are too big to fit through small openings, which gives you lots of escape options (especially by placing barricades) - but don't expect them to stand near doorways letting you shoot them. They will try to find a bigger opening or, failing that, hide behind cover or circle your hiding spot menacingly as the smaller zombies ooze inside the building to flush you out. Besides inflicting damage with melee weapons and projectiles, they can also blind you with foul substances, control your movement by covering the map with molotov flames, steal your weapons and send you flying back with jump kicks. Often they act as large meat shields for smaller zombies advancing behind them.