Dance of the Damned (1988) 

A vampire follows his instincts to a strip joint where he focuses in on one of the performers. He picks her for his meal because she is contemplating suicide, but he wants to share her life before taking it, and during the course of the evening they discuss their differences, their fears, and their lifestyles. As the moment of truth approaches, the woman becomes less sure that she wants to die. - IMDb

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