The Vandalia Lion's Club Halloween Parade which has been held annually for over 50 years has evolved into one of the areas largest and most attended parades. The parade route runs through the downtown business district and concludes just past Vandalia's Old State Capitol building. Each year the parade averages 16 marching bands from area schools which compete for prize money given by the Vandalia Lion's Club as well as donations.

Local businesses, organizations, churches and area families build colorful Halloween themed floats which consists of approximately 25 entries. Prize money is also awarded for various float catagories and costumed children's groups. Area politicians are always on hand plus, Fredbird, the St Louis Cardinal's team mascot and Ronald McDonald have made many appearances over the years. The Vandalia Lion's Club Halloween Parade is held annually on the last Thursday of October and runs approximately two hours thru downtown Vandalia.