This was a comic book. I think I read it as a bound graphic novel some time after 1998 and before 2006, but I can't swear to the exact time period. The main character is a teenage girl. Her grandfather has just died and it somehow passes on to her her grandfather's gift, to see monsters for what they truly are, hidden among us. I want to say there's some imagery involving dark things in the closet and that the title of the comic had something to do with keys and locks (no, it's not Locke and Key). The monsters, one of which is a werewolf, show up as EMTs (I want to say that there's a scene where we see them murder the EMTs for their ambulance and uniforms, maybe to steal their skins as well). Seeing them for what they are, she runs.
At some point, she runs into a man on a train (she was freighthopping to travel, as she knows the monsters are after her, and I think she's in trouble with the law) who claims to also see the monsters. She thinks that he's like her, but he reveals himself to be a psychopath who imagines his victims as monsters, I think by killing a human train official in front of her. She convinces him that she can give him powers to face the monsters and the final panel of one of the books was him leaping out at police, shouting that he knows what they are, implying that he gets gunned down.
The art style of the book does not make me think of DC or Marvel, nor Valiant. Maybe it was either Dark Horse or Image?