Vandalia is a city in and the county seat of Fayette County, Illinois, United States. At the 2020 Census, the population was 7,458. The city is on …Vandalia is a city in and the county seat of Fayette County, Illinois, United States. At the 2020 Census, the population was 7,458. The city is on the Kaskaskia River and in the early 19th century, Vandalia became the western terminus of the National Road from the East Coast. The city is 60 miles northeast of the Greater St. Louis area. Vandalia served as the state capital of Illinois from 1819 until 1839, when the seat of state government moved closer to the center of the state in Springfield. Since 1933, the Vandalia State House State Historic Site preserves and interprets the State House capital building and grounds, originally constructed in 1836.