Jeholopterus was a small insectivorous anurognathid pterosaur from the Jurassic period in China. It was found with very well-preserved skin and protofeathers, and long bristles near its face, likely for helping to funnel insects into its wide mouth the way today's nighthawks and nightjars do.
David Peters, a source of some controversy in the pterosaur paleontological community, has hypothesized that this species was actually a parasite on larger vertebrates. He claims what others call skull fragments that were found near the face is actually a pair of long snake-like fangs, and that Jeholopterus would have fed in a similar fashion to today's vampire bats. The general consensus is that this is a bunch of nonsense, but a vampiric pterosaur makes for some pretty cool speculation, and I wouldn't be surprised if something like that were eventually discovered in the fossil record.