Roderick and Madeline are not vampires. Roderick’s sister, Madeline, has be stricken with a mysterious sickness—perhaps catalepsy, a trancelike state characterized especially by the loss of voluntary motion—that the doctors cannot reverse. Madeline soon dies, and Roderick decides to bury her temporarily in the tombs below the house. "He wants to keep her in the house because he fears that the doctors might dig up her body for scientific examination, since her disease was so strange to them." The narrator helps Roderick put the body in the tomb, and he notes that Madeline has rosy cheeks, as some do after death. Usually the face is pale and there is no sign of life on the complexion. Both Roderick and Madeline's whole physical being is withering away which is the sign of death. Since they are twins and basically can't function without each other, they must die together.
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It is easy to see how it might seem they are vampires. The setting of an old, creepy house, and strange seclusive inhabitants live inside. The Usher family has survived many generations in that setting. Yet, a few details point to the idea that they are not in actuality, vampires. First, and most obvious, Roderick was a school chum with the narrator of the story who comes to visit. Clearly he was able to leave the ouse in daylight hours at some point, and according to vampire lore, daylight is deadly to vampires. Madeline dies, as well, and vampires are supposedly immortal. True, it appears she becomes the undead, but this only gives evidence of some supernatural activity, as does the house destructing in such an unrealistic manner.
A good question. I'd say no, they aren't vampires, but that rather they are some undefined sort of undead creature. The main reason I'd say they aren't vampires is the story's ending. Poe's narrator speaks of a spell, and Roderick is terrified of Madeline; why would he be so scared if they are both vampires? Also, there's nothing in vampire lore that would cause the house to collapse as it does. Therefore, I'd say they are unnaturally bound across the limits of death, with linked fates, but not vampires in the strict sense.