I don't remember the specifics, but after the titles, the opening was about a murder in the streets and a detective was supposed to investigate it.. A man watches her from the roof of one of the nearby buildings.. He falls for her afterwards and so on.. the movie had weird scenes, such as people in a church drinking their own blood and in the last scene a vampire baby is born.
It's a long shot, but this could be the 2007 New Zealand film Perfect Creature.
the opening was about a murder in the streets
The first part of the story features an investigation into killings of women in slum
people in a church drinking their own blood
There are definitely some scenes in a church, and also scenes of people drinking blood - although I can't remember if they are related.
in the last scene a vampire baby is born
The film ends with the first ever female vampire being born