It was originally planned to have at start of season 2 that guy who'd shot himself in the tank that Rick climbed into in the first episode. He was going to have an episode about how he got there etc.
There was also talk about making a stand-alone Walking Dead feature film, telling that guy's story. That would have covered a lot of the background.
We have seen some of it in flashbacks, especially the episode where we saw Shane at the hospital.