While the horror genre has spent decades trying to create the most realistic version of non-realistic creatures, there has always been speculation on which beasts could actually exist in our plane of existence. The two more so favored creatures portrayed in media are Zombies and Vampires, both of which have a somewhat higher possibility of existing rather than demons, werewolves, or aliens.
A large number of horror fans can easily say that Zombies could potentially exist. Whether they are religious and can picture the End of Days with the “risen” being in zombie form, or if a disease takes over that turns people into rabid cannibals, Zombies could potentially exist in a number of different ways. There are also many different types of zombies portrayed in media, so there is a higher chance that a Zombie could have a blend of characteristics that range from the terrorizing ones in The Walking Dead or Z Nation all the way to the basically human-like functioning ones in iZombie or Santa Clarita Diet, even though they still need to eat people to survive.
Rarely do you see people believe that Vampires could exist in our world. At this point in time, there are scientific plot-holes in the existence of immortality, even with our technology as advanced as it is. There are not a large range of different types of Vampires- they all get burned by the sun to some extent, need blood to survive, and can be killed by a stake, fire, or beheading. Their possibility is so minuscule because of the ridiculousness of their nature, while on the other hand, Zombies seen like a more reasonable creature to exist.