There is one problem I have with most urban fantasy. Why doesn't the rest of the world see these magical creatures or similar events? WotC declares that the magical creatures from "Shadow" are so different that most humans will see something else. Instead of seeing an elf with pointy ears, they see just a human who is very thin. Their mind blanks out the pointy ears. Same with the green skinned Orc, the mundanes see an ugly human. I don't buy that. While people are not good eye witnesses, they won't suppress what they see to make it conform to what they expect. The pointy eared elf might be able to go unnoticed on a city street, but that is because people don't really look at the people around them. If somebody does stop to actually look, the elf ears will be seen.
In the random episodes of Charmed that I have seen, evidence tends to vanish because it's incorporal. The baddies are from another plane and do limited visiable real world damage.
In Harry Potter, the Ministry of Magic seems to have to spend a lot of time and energy hiding their existance. I guess that even though they don't really understand technology, they can erase film and similar records.