What Brian said, basically. I think the main reason its not labelled as fantasy, or found on the fantasy shelves of bookshops is because of the issue that gets mentioned here a lot: fantasy has (falsely, since Tolkien) become a very limited subgenre in which the setting must be pseudo-medieval and allow for some kind of magic system. If your book doesn't meet these criteria, it must be some other genre. In reality, if there is imaginative fantastical stuff in it that couldn't normally happen, its in the overarching genre of fantasy. Stephen King is fantasy, Anne Rice is fantasy; horror is a subgenre of fantasy. Bookshop owners have simply found that if they stick all their vampire books together then people who like to read vampire books can find them easier. Is it in the subgenre called "horror" within the larger genre of "fantasy"? Prabably, its got vampires in it after all.