Previously, graylien looked at vampiric aliens. This case in particular sounds like classic sleep paralysis (SP):

A Brazilian woman named Claudomira Paixao suffered a similar night-time assault in October 1977. She was woken by a bright light shining through her bedroom window. Then a figure appeared amid a wave of intense heat and extracted her blood with a needle. Claudomira was unable to move or cry out until the being abruptly vanished. She was later taken to hospital and treated for burns.

So it is worth noting that some of the earliest known cases of vampire attack tend to run the pattern of nocturnal attacks followed by the disinterring of the vampires corpse which, suspiciously, bore the signs of vampirism, now known to be decompositional effects. All documented in Paul Barber's excellent Vampire's Burial, and Death.

For example, we have one of the best known cases, Visum et Repertum (1732):

In addition, the haiduk Jowiza reports that his step-daughter, by name of Stanacka, lay down to sleep 15 days ago, fresh and healthy, but at midnight she started up out of her sleep with a terrible cry, fearful and trembling, and complained that she had been throttled by the son of a haiduk by the name of Milloe, who had died nine weeks earlier, whereupon she had experienced a great pain in the chest and became worse hour by hour, until finally she died on the third day.

In fact the first well-documented vampire case, that of Peter Plogojowitz (Barber, page 6):

the above-mentioned Peter Plogojowitz, who had died ten weeks earlier, had come to them in their sleep, laid himself on them, and throttled them, so that they would have to give up the ghost.

See also the Shoemaker of Breslau (Barber, page 12):

For the ghost was there right after sundown, and since no one was free of it, everyone looked around constangly for it. The ones most bothered were those who wanted to rest after heavy work; often it came to their bed, often it actually lay down in it and was like to smother the people. Indeed it squeezed them so hard that-not with astonishment-people could see the marks left by its fingers, so that one could easily judge the so-called stroke [that the shoemaker was alleged to have died from].

The psychic alien vampires most easily bring to mind the incubi and succubi who also have connections with SP. Interestingly the succubi clearly had other alien-like tendencies, especially in their tinkering with your naughty bits. Kevin Randle et al.'s The Abduction Enigma outlines this (page 108) and the most resonant statement is "Cesarious of Heisterback claimed that these devils collected human semen from which they fashioned earthly bodies for themselves."

It is notable that the above examples, especially the vampires ironically, aren't blood suckers and if we want to see other nocturnal blood drinkers we have to turn to less substantial nighttime visitors (thanks to some extra research from Q).

Andrew Lang in his Dreams and Ghosts (new edition, 1897), relates the story of "The Ghost that Bit," which might seem to have been a vampire, but which actually cannot be so classed since vampires have a body and their craving for blood is to obtain sustenance for their body. The narrative is originally to be found in Notes and Queries, 3rd September 1864, and the correspondent asserts that he took it "almost verbatim from the lips of the lady" concerned, a person of tried veracity. Emma S------ was asleep one morning in her room at a large house near Cannock Chase. It was a fine August day in 1840, but although she had bidden her maid call her at an early hour she was surprised to hear a sharp knocking upon her door about 3.30. In spite of her answer the taps continued, and suddenly the curtains of her bed were slightly drawn, when to her amaze she saw the face of an aunt by marriage looking through upon her. Half unconsciously she threw out her hand, and immediately one of her thumbs was sensibly premed by the teeth of the apparition. Forthwith she arose, dressed, and went downstairs, where not a creature was stirring. Her father upon coming down rallied her a little upon being about at cockcrow and inquired the cause. When she informed him he determined that later in the day he would pay a visit to his sister-in-law who dwelt at no great distance. This he did, only to discover that she had unexpectedly died at about 3.30 that morning. She had not been in any way ailing, and the shook was fearfully sudden. On one of the thumbs of the corpse was found a mark as if it had been bitten in the last agony.

Source

Another account comes from Underwood, P (1975) The Vampire's Bedside Companion - The Amazing World of Vampires in Fact and Fiction. [ed.] Bungay: Hodder and Stoughton p14:

In 1974, The Essex magazine carried a report that Christina Foyle had a harrowing experience in a haunted room at Beeleigh Abbey that dates back to the twelfth century. Having spent some time (at Christina Foyle's invitation) in that historic house and in the haunted room myself I do not doubt that strange things have happened there.

A few months previously Christina Foyle, recalling that the room (reputedly haunted by the ghost of Sir John Gate who was beheaded on Tower Hill for his involvement with Lady Jane Gray [sic]) had not been slept in for something like fifty years, decided to sleep there. All went well until about three o'clock in the morning when everything in the room seemed to be vibrating, and even the water jug spilled over. Christina Foyle awakened to find two tooth marks on her shoulder near the neck and another on one finger.

When he saw the wound on her finger the doctor suggested she ought to go to hospital. This she did and had an operation. She was told that the finger was affected by a germ unknown for over twenty years. "Had I been living in the old days," Christina Foyle said, "people would have said I had been bitten by a vampire. Anyway, I shall never sleep in that room again - ever."

So are the vampiric aliens just a modern twist on an old tale? Are they just the latest cloak worn by some predatory bedside leech? After all a worrying number of reports seem to include physical injury (my own SP attack did too) and those early "vampire" attacks left a trail of dead bodies.

Well if you see one be sure to ask it, and then let us know what they say.

Sweet dreams.