For hybrid functionals and Hartree-Fock, the band structure can be calculated by adding additional k-points with zero weight to the KPOINTS file. This is easily achieved, by performing first a standard hybrid functional calculation with a conventional KPOINTS file. After the run, copy the IBZKPT file to the KPOINTS file (this file stores explictly the list of k-points used in the previous calculation), and simply add the desired additional k-points with zero weight. Since VASP uses an iterative matrix diagonalization and since the added k-points do not influence the energy, one needs to force VASP to perform at least 5 iterations before inspecting the one-electron energies at k-points with zero weight (NELMIN = 5).



Band structures using hybrid functionals have to be calculated the following way:
-) First perform a selfconsistent Hartree-Fock/HSE calculation using a conventional KPOINTS file.
-) Copy the IBZKPT file to KPOINTS, and explicitely add all desired k-points along high-symmetry lines of the BZ that are needed for the bandstructure plot. Add the points at the end of the KPOINTS file, but set the weights of these added k-points to 0.
-) Do not forget to set the number of k-points in KPOINTS correctly (to the number of the k-points used in the standard mesh PLUS the number of the k-points along the lines), such that all k-points are used for the calculations.
-) NKRED can not be used.
-) Perform a second VASP run:
It is recommended to use the Davidson algorithm, since it converges that eigen energies at the new k-points fastest. Since VASP terminates when the total energy is converged to a certain threshold, it is important to force VASP to do a minimum number of steps, so that the orbitals at the new k-points are fully converged (note: since their weight is zero, they do not contribute to the total energy).
This can be done using e.g.

ALGO = N ; NELMIN = 5 ! Davidson, minimum 5 scf-steps
IBRION = 1 ! Use simple charge mixer, since
Pulay might blow up

-) The KS-eigenvalues of the states along the high-symmetry lines are written in OUTCAR, EIGENVAL, vasprun.xml; please cut the k-points required for the bandstructure from one of these files and proceed as usual (using p4vasp or any other graphics tool you usually use to produce bandstructure-plots)

Note: A Hartee-Fock calculation can NOT be continued from an existing CHGCAR file, since the non-local exchange is not determined by the charge density but by the density matrix and/or the KS-orbitals.



Reference:
http://cms.mpi.univie.ac.at/vasp/vasp/ ··· ons.html 
http://cms.mpi.univie.ac.at/vasp-forum ··· .6633.10