For some reason I recall that Bane weapons caused problems for the wielder if the wielder was typed to the Bane. Such as a Vampire wielding an Undead Bane mace or an Elf wielding an Elf Bane axe. Am I misremembering something or is there actually a rule about this somewhere that I can't seem to find?
There is no drawback for a vampire wielding a weapon with the Undead Bane special ability.
Going by the Core Rulebook, the relevant distinction here is between Bane weapons, Vicious weapons, and weapons which are one of: ("Holy," "Unholy," "Axiomatic," or "Anarchic")
A weapon with the Bane special ability:
excels against certain foes. Against a designated foe, the weapon’s enhancement bonus is +2 better than its actual bonus. It also deals an extra 2d6 points of damage against such foes.
The rules don't state this does anything against the wielder.
A holy weapon is imbued with holy power. This power makes the weapon good-aligned and thus bypasses the corresponding damage reduction. It deals an extra 2d6 points of damage against all creatures of evil alignment. It bestows one permanent negative level on any evil creature attempting to wield it.
deal an extra 2d6 points of damage to the opponent and 1d6 points of damage to the wielder.
A bludgeoning melee weapon with the Disruption special ability could really mess up your vampire if the weapon were taken and used against him:
A disruption weapon is the bane of all undead. Any undead creature struck in combat must succeed on a DC 14 Will save or be destroyed.
Aside from that risk, there's no rule I may find that says a vampire cannot wield such a weapon in combat.
You might be thinking of the D&D 3.0 rule that a ranger could not choose his own type for favored enemy unless he was evil. That rule was removed in the 3.5 revision, and certainly never applied to the Pathfinder ranger.
Bane weapons were likewise never included under that rule.