I'm not big on vampire stories*, and X-Files without Scully is hardly X-Files at all, but I found this episode from Season 2 pretty compelling. David Duchovny is more sad-eyed and sleazy than ever, pining for the disappeared Dana, anxiously fingering her cross pendant as he is tempted by an alluring maybe-vampire lady. The investigation finds him slumming it in a vamp bar in LA, with a classic vampy LA punk song on the jukebox. By X, of course.
* With the obvious exception of Buffy.