The Ultimate Vampire Resource and Directory

FBI agents Mulder and Scully investigate strange and unusual cases. Although not specifically about vampires, there were 2 vampire episodes:

Season 2 - Episode 7 - "3"
Despite Scully's absence, Mulder finds the strength to continue his work on the recently reopened X-Files. When he recognises a Los Angeles killing as the work of the Trinity murderers, a trio of killers with a fetish for drinking blood, it gives him work in which to immerse himself.

Season 5 - Episode 12 - "Bad Blood"
Scully catches up to Mulder to find that he has driven a stake through Ronnie Strickland's heart. She looks at him in shock and Mulder points out Ronnie Strickland's fangs
Mulder: "Look at that! Huh?"
Scully examines the teeth and discovers that they're fake
"Oh, sh..."