Nobody would ever get a Thriller medal, even if it was possible. In this topic, I calculated that in a 16 player game with 1 zombie, the probability of getting a Thriller medal as being roughly 1 in 1,149,400,000,000,000,000,000. Basically it's because after each kill you get it becomes dramatically harder to get the next kill because your new team mate could get the next kill (if any of your team mates get a single kill, you can't get thriller). It's the opposite of slayer where after each kill you're more likely to get the next due to map control and weapon control etc.
There are other impossible medals to achieve in MM such as the juggernaut medals.
[Edited on 02.27.2012 7:37 PM PST]