In Unity 5 Survival Shooter Tutorial - Phase 2, you might have a problem.
even you followed every instruction.

if you followed every instruction correctly, 'Player' Character will not animated correctly.
it happen when you didn't set the 'Has Exit Time' value to 'false' in Animation transition settings.

Make sure 'Has Exit Time' option to 'False' like below image.



Then, your 'Player' character will Animate correctly.