While not a NIN fan myself, I suggest "Closer". I think a vampire could identify with the phrases 'I wanna desecrate you' and 'I wanna f*ck you like an animal.'
Depends a lot on what kind of character the vampire is.
Well, considering this particular vampire is a stripper....I think it works.
It may get ruled out for regionalness or already usedness, but "Only after dark" by Tito and Tarantula is THE vampire striptease song that jumps into my head. It is the song used during the stripscene in From Dusk til Dawn...I love the guitar in that song.