An escape from reality maybe? I prefer the novels of Laurel K Hamilton, Keri Arthur, Kim Harrison, Charlaine Harris and Kelley Armstrong - several of which (particularly Laurel) feature vampires - over the Twilight trilogy or any of the new vampire stories that have surfaced since the Twilight series.
I guess we don't have actual fact to fix it to, so our imagination can just take over and transport us elsewhere. Other novels are often based in actual places, or places so similar to where we are, it's not really an escape.
Perhaps it's that those in these novels/movies can get away with things that we would all secretly be able to get away with, so we live vicariously through them.
I'm not sure. I just enjoy them is all!