Vampires appear in "Carpe Jugulum" (which was the first Disworld novel I read), and come from Uberwald.
Next to the Vampires, there are Zombies, Mummies, Werewolves.
There's even, especially for you Yuna, Maskerade, which parodies the Phantom of the Opera. Although that was not a real Phantom, but was in fact two different people, one of whom tried to steal money. This may be a clue for our "Phantom Dentist" event: in other words, not a phantom at all, but a real person hiding as one.