As discussed in "Symbolism, Imagery, Allegory," supernatural elements permeate Wuthering Heights, as does a general sense of the mysterious. From beginning to end, there's no avoiding the supernatural. When the ghost of Catherine Linton attempts to come into Wuthering Heights through the window, Lockwood's fascination is piqued. The moors, the people, and Wuthering Heights itself are all infused with supernatural elements so that we have much more than your conventional haunted house. As a child, Heathcliff is teased by others for being a dark and unnatural representative of the supernatural (e.g. an "imp of Satan"). And late in the novel, Nelly wonders whether he is a ghoul or a vampire, before dismissing the thought. The supernatural vibe extends far beyond Heathcliff to the moors and surrounding village, all of which seem to be touched by something sinister. Not even the local chapel is exempt: "No clergyman will undertake the duties of pastor" (3.35) there, as the place basically seems to be a lost cause. The book ends with the suggestion that together Heathcliff and Catherine will haunt the moors for ever after.
With Wuthering Heights, Brontë complicates the Gothic novel genre, making Heathcliff much more than a one-dimensional villain.