it could be this one:
Habit (1995) starring Larry Fessenden (also writer/director), Meredith Snaider, Aaron Beall
From IMDb: It's autumn in New York. Sam has broken up with his girlfriend, and his father has recently died. World-weary and sloppy drunk, he finds temporary solace in the arms of Anna, a mysterious woman who draws him away from his friends and into a web of addiction and madness. Could Anna be a vampire?
You can read a lengthier synopsis here: http://www.imdb.com/title/tt0113241/synopsis