It happened to me a few times as well.

This is why since I was hosting, I had and made use of the Admin System mod.
If you hear a special stuck and can tell which it is by the sound, you can do "/kill boomer" for example if it was a boomer.
Alternatively if it seemed like it was common infected stuck somewhere, you can do "/ent_fire infected kill".
You can probably also do this without Admin System if you enable cheats and know the right commands for the console.

If you're on someone else's server and can't do any of that, just walk around and listen for zombie noises. If they're behind cover, try shooting them through the cover - depending on what it is, you may be able to get enough "penetration" through the cover to kill what's on the other side (like how you can kill infected on the other side of bulletproof glass or a wooden wall for example).

If all else fails you can intentionally suicide and go to the last unlocked checkpoint, though it's hardly ideal.