That is actually a very good idea for making Vampire Lounges in the other neighborhoods; Just go to edit town, Buy/Build in the cemetery, add a little room with some stairs by a corner or something, and make a bar in the basement... Wouldn't the lot lose the "Graveyard" state, though?
::EDIT::
Instead of building it in the graveyard, you can place a tiny 20x20 lot right next to the graveyard (doesn't need to be touching the street), and build it there. This way both lots would still keep their functionality.