Vandalia has many community events held throughout the year. The Grande Levee has evolved into an annual event held the third weekend in June at the Vandalia Old State Capitol Historic Site. The purpose of the event is to provide the public with the opportunity to observe and participate in activities common to Illinois prior to 1840.
Another annual event is Summerfest at Vandalia Lake. This event began in 2023. It is a 2-day event that includes live music, sand volleyball tourney, food trucks and ends with the annual Fireworks Display over Vandalia Lake on Saturday night. In 2025, it will begin being held the weekend before July 4th.
The Vandalia Lion's Club also presents one of the area's largest, well attended Halloween parades featuring many float entries and marching bands from the surrounding area.
During the second Saturday of December, the Vandalia Old State Capitol Building holds its annual Christmas Open House, which is illuminated with 250 candles and trimmed with 1800's decorations and includes candlelight tours.
