The Cyberpunk 2020 adventure module "Carlsbad Caverns'' features a vampire as the primary villain. Not a normal person who's been cybered with the appropriate implants to pretend to be a vampire, but an honest-to-God supernatural blood-sucking creature of the night. GM notes for this adventure module suggest that the referee allow the players to keep thinking they're in a gritty cyberpunk science fiction story, while they're actually being thrust into a gritty survival horror story.
The background of Deadlands includes all manner of supernatural horror. In one short adventure, though, the players encounter a man who's suffering from purely natural maladies but who is mistaken for a zombie by the paranoid townsfolk. Keeping them from executing the "monster" is the meat of the adventure.
Most of the splats in the Old World of Darkness resemble classically known monsters, but each species has been surrounded by superstition. A very large number of mortals will think they're the protagonists in a Gothic Horror movie and try garlic against vampires, look for curse marks on werewolves, or assume mages are incompetent in close combat. By the time they realize it's closer to Dark Urban Fantasy from the monsters' perspective, it's generally too late.
This can backfire on vampires, though, as they get very used to ignoring running water, garlic, or the need for invitations — and then run into the vanishingly small number of mortals who possess the True Faith to empower a crucifix.