It appears that the patch for Dead Nation that went live last night has a few problems. The following has been posted by Housemarque on the Dead Nation Facebook page:
We are investigating a possible save game problem which occurs after patch v1.06 which was released last night. We have received reports that in some cases the patch resets the campaign progress. In the meantime please do not update if you are worried about losing your campaign progress.
This might be a problem if you have PS+ as by the time you get home Dead Nation may have patched itself.