Africans captured and brought in as slaves naturally brought their various religions with them. Due to the crossroads effects of mixing native and European cultures and imposed Christianity (at least in our history), the native African beliefs were blended, overlaid with a veneer of Catholic saints and became vodou. However, despite popular misconception, the practice of creating zombi is more that of the bokor, dark magic sorcerors, than the neutral or benevolent vodou houngans.
In a Girl Genius context, the (possibly apocryphal) story "The Heterodyne Boys and the Turbines of Atlantis" indicates that Haiti is the location of certain "mad perfumeries," which are used to create an army of "scent zombies." The Boys' plan to cross the Atlantic from Europa via Wave-Walker and shut down this whole arrangement is disrupted when they come into conflict with the Spark Emperor of the Deepest Trench.