Weird Fiction takes place in the year 1942, in an America full of things that go bump in the night. Vampires are common knowledge, most marketplaces have just as many spellbook sellers as fruit vendors, and mad scientists are considered upstanding, well-respected members of society for their contributions to the ongoing war effort. The stories follow Annabel Crane, an ordinary human PI in the supernatural capitol of Derleth, Illinois, as she investigates back-alley golem makers, punches cannibalistic monster clowns in the face, and generally has awesome adventures.
Ghosts - Aren't real. What are you, stupid?
Golem - An artificial human being made of inanimate matter and given life through magic. Golems are not sentient, but can be "programmed" (via inscription on their bodies) to perform a basic set of actions or obey simple commands.
Homunculus - An artificial human being created through the science of alchemy. Homunculi possess the capacity for metaphysical growth and self-awareness, making them officially sentient creatures; however, since they are still artificial humans, the degree to which a homonculus should be legally/socially recognized as a person is subject to debate.
Hunters - Sworn enemies of supernatural beings everywhere, hunter organizations have existed as long as the forces they fight. Modern legislation has made them largely illegal, since violent action against supernatural citizens qualifies as hate crime, but this has done very little to actually deter these groups. After all, they haven't persisted for this long without learning how to work under the radar.
Magic - Exists, is public knowledge, is relatively stigma-free, and is practiced in many forms. A magic user must have some form of formal magical education and obtain a license to practice their chosen discipline at the age of twenty.
Others - A catch-all term for sentient creatures other than baseline humans.
Stein - A general, sometimes-derogatory slang term (taken from Mary Shelley's classic satire Frankenstein) used to refer to men and women who devote their lives to the study and practice of unnatural science.
Stothism - An officially government-recognized, tax-exempt religion centered around the worship of Mother Stothi, an incomprehensible alien being who may or may not be on Her way to devour reality as we know it. Stothic faith is quite nihilistic by nature, since mankind's impending destruction by eldritch monsters is a core tenet of its philosophy, but interpretations of that philosophy can range from altruistic ("WELP, MIGHT AS WELL MAKE THE MOST OF THE TIME WE'VE GOT") to batshit crazy ("DOOM BURNY FIRE EVIL DEATH"). Stothism is a relatively young religion, having been founded by a small group of New England settlers in the mid-1700s, but has amassed a sizeable following and become generally socially acceptable since.
Undead Americans - See: Vampires.
Vampires - Since being "outed" to the mortal world near the end of the nineteenth century, vampires have become second-class citizens in nearly all respects: although they are now technically protected from hunters, they are often mistreated by governments and law enforcement, shunned and feared by ordinary humans, and virtually unable to obtain gainful employment or appear in polite society due to their sunlight allergy.
Van Helsing Laws - Anti-hate crime legislation passed shortly after supernatural citizens began to integrate themselves into society. The VHLs have contributed to a decrease in violent attacks on humanity's nocturnal brethren, but done little to actually end prejudice on a greater societal scale.
Werewolves - Like vampires, werewolves are generally looked down upon by contemporary American society, but they at least can obtain ordinary jobs, get married, begin families (usually with other werewolves, since cross-species reproduction can have messy results), and live semi-decent lives; albeit ones with little chance of upward social mobility. Unlike vampirism, lycanthropy is a genetic condition.
Zombies - Reanimated corpses forced to obey the will of the witch or wizard who performed their resurrection. This is, of course, strictly illegal in the United States, but necromancers still spring up now and again. Despite popular belief, a zombie is not technically undead, at least in the sense that vampires are, and retains no knowledge of its former life or personality. It's basically just a really fleshy sort of puppet.