Not all vampires in the land of the dead are bloodthirsty killers that want to take over the world. Some are satisfied with immortality and want to spend an eternity without strife in seclusion away from contant war with the humans.
There is a person who has a well-known reputation, probably involving something illegal. But this person is either very clever and crafty, or really like his or her privacy, for no one knows who this person actually is. As an added twist, perhaps this person is of an age that would noramlly be wildly inappropriate (say, a child is a much-feared bandit) or maybe not the expected gender or even race.