Vandalia is a city in Audrain and Ralls Counties in the U.S. state of Missouri. The population was 2,529 at the 2000 census. Col. Aaron McPike, who founded Vandalia in 1874, called Vandalia "Queen of the Prairie". Vast rolling prairies had underlying coal and refractory types of clay. Brickplants are major employers in Audrain County today. 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.