Don't stop there. I suppose there are also, what, vampires and werewolves and zombies?""Of course there are. Although you mostly find zombies farther south, where the voudun priests are.""What about mummies? Do they only hang around Egypt?""Don't be ridiculous. No one believes in mummies.

The speaker is joking about popular monster stories. They are suggesting that vampires, werewolves, and zombies might exist. They then suggest that zombies tend to hang around where Voudun (Voodoo) priests live, and the other speaker jokes that mummies only exist in Egypt. The speaker is implying that mummies are not real.