Vampires do not exist. I can't imagine what a vampire would be an allegory to.
I suppose the idea of vampires came from the Christian communion, wherein one is asked to drink the blood of Christ (actually it is wine, allegedly transformed by a miracle) and gain everlasting life.
And, of course, there are bats who drink blood, though I don't think there are any such bats in Europe. I guess birds are too much angelic, with feathers and all, to be a part of the myth. Besides, I don;t think there are bloodsucking birds.
Insects, of course, there are mosquitoes everywhere. But they are too small to be a horrible mythic monster.