Alrighty, let's try these one-by-one.
Vampires: Yes. Several different varieties exist. Standard Dracula-style bloodsuckers as well as WoD-esque clan vamps, not to mention those of a few lesser known mythologies, such as the hopping vampires of eastern legend.
Incubi: A particular flavor of demon, incubi exist. You can read the version I use in PFRPG Bestiary 3, page 73.
Alps: No idea what these are. There are allips, which are a kind of ghost-like undead that whisper at you and make you crazy, which might be what you're referring to.
Djinn: Yes, they exist, but, being particularly potent creatures akin to dragons in power, they are not only rare but are having quite a bit of trouble with the reliability of their power suite.
Psychics: Psychics are definitely a thing, and their power level and particular flavor vary wildly. For more information on flavor for modern psychics, see page 298 of the d20 Modern Core Rulebook. There are a couple of psionic classes available there, and gives you a general idea of power level. I have a bit more detail, but I don't want to share.
Magic: Magic is beginning to ramp up, and it's fairly even across the board, with one key exception: dimensional things. Stable dimensional portals are pretty well impossible without access to some kind of ancient and powerful dingus or somesuch, and summoning anything for more than a round or two requires complicated, drawn-out rituals with expensive material components. (This is why I keep complaining about Tehyr's summoner, as it flies in the face of this particular cosmic issue.)