Shaun of the Dead rocks!
You will find some old video rentals of '70s Italian horror stuff but it aint easy anymore, most video stores have gotten rid of most of the old videos in ex-rental sales. Also the majority of Italian horror from that era was targeted in the whole video nasty fuss and got heavily cut on tape. You'll find Dario Argento films pretty easily though, especially Deep Red, Suspiria, Tenebrae, and Phenomena (going under the name Creepers), but anything else is hard now.
More and more is coming out on DVD though, Umbrella especially release alot. So any video stores who carry a good deal of non-mainstream stuff could have them for hire. Stuff like Zombie (re-titled as Zombie Flesh Eaters here), Zombie Holocaust, Burial Ground, City of the Living Dead, New York Ripper, Cannibal Ferox, The Beyond, Salon Kitty, Shock, etc is all available here. I can always burn you some stuff too, I mainly import the US versions - cheaper and with better artwork, better extras and often booklets or inserts of original poster reproductions which we never get. And without those fucking annoying new OFLC logos all over the covers haha.