Vandalia is a city in northeastern Audrain and extending into southeastern Ralls Counties in the U.S. state of Missouri. The population was 3,553 at the 2020 census, which includes about 1,000 prisoners incarcerated at the prison located within the city limits. The Audrain County portion of Vandalia is part of the Mexico Micropolitan Statistical Area, while the Ralls County portion is part of the Hannibal Micropolitan Statistical Area.