There are small animals (eg insects) known to supplement their diets by drinking blood.
As it happens, there is no direct equivalent of the vampire in any of Shade's known folklores either. Blood-drinking by villains is generally symbolic for savagery, superstition or sex.
Worlds War era Shade does have some blood cults (based on superstition and bad magoscience rather than religion).
Shade's sapients and animals cannot and will not contract most alien kinds of vampirism.
In the case of disease-based, viral or DNA-specific vampirism from other worlds, Shaded species are completely different genetically - these forms of vampirism will not be adapted to them, so it's hard to see how they could be infected. Shade's author is also not very interested in playing with vampirism that affects the 'soul' or simply 'turns people evil'.
There is room for discussion here. If a good story or intriguing science is involved, Mutt's more likely to take an interest. A case in point is They Never Drink Wine.
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