There's Once Upon a Time, Grimm and Sleepy Hollow which are all a bit naff. You don't mean American Horror Story do you? Not really supernatural but it's the closest thing I can think of.
Constantine started OK but got binned after one season so it can't be that. The Leftovers isn't really what I'd call supernatural, but is very good, only one season so far though so I don't think that's what you're talking about.