By Supernatural I mean things like Ghosts, Super Heroes, Vampires, Zombies... anything that doesn't actually exist in real life.

Supernatural elements can be done well or poorly, depending on whether they're key to the plot, or just drafted in by a lazy writer as a fudge factor.

Fantasy settings often include Supernatural elements as well, so I won't usually bother using both tags. If you're in a Fantasy World, just assume that there's going to be the odd Vampire in there somewhere as well.