There were a few that I was aware of at some of the earlier festivals, though I kept my distance from them. There was a bisexual couple who eventually got married and claimed to be channeling the spirit of Vlad the Impaler. They never quite grasped the idea that anyone else cared. Or believe them.
There was a more recent, though probably early 2000's, one at one of the NY festivals. He chose to reveal himself during the costume gala, which is perhaps not the right venue if you want to be taken seriously. One of my friends recognized him from the fetish club scene and said that he was practicing vampirism.
It does indeed take all kinds.