Unlike many open-world games, State of Decay ends decisively. You can always go back to your saved game just before the last mission. But once you do that mission, you leave Trumbull Valley for good. The credits roll..
Sounds damn fine. I remember playing the 'how-long-can-you-survive' mode in Dead Rising and having a blast in a very different way than I did when I was playing the main story. Eventually, you're gonna die but it can get so epic.
I had a buddy who played Dead Rising like a lunatic; he made it a one-life-only experience. No saves, no reloading after death. If he died, he restarted the entire game, no matter how far in he was. Admittedly, the original Dead Rising had a mechanic where you could restart from the beginning with whatever stats you had when you died, so it kind of loaned itself to that experience, but it was still absolutely ludicrous. I could never have that much patience with a game.
I did that for a while, and with DR2 as well, though in both cases after I'd gone through up to a dozen lives I started resuming from saves. It's fun, but eventually you want to see the content later in the game.