Two parks, one on each side of the railroad right of way in the original town were deeded to the Louisiana and Missouri River Railroad in 1871. The parks used principally for commercial purposes. The park on the south side contained the office of Frazier Coontz Grain Co. and the railroad stock pens. In 1894, a petition signed by business owners and private citizens declared the pens a nuisance. The railroad owners moved the structures to the north side of the railroad and had perimeter fencing and contained a well and windmill powered pump at its SE corner. During the digging of this well, coal and fireclay were discovered and as a result bu 1883, Vandalia had its first firebrick facility known as the "Salamander Plant" located on the present site of the Target Aluminum Building and the City's Street Yard.

By 1905, commercial activity had been removed, trees were planted and Lindell Street had been extended. Local citizens provided some benches for these parks. From 1941 to 1957, these parks were the location of the annual Vandalia Community Fair. In 1965, after the Dutch Elm disease ravaged the parks elm trees, they were removed and replaced with public parking lots. The Rotary Club provided a small shelter at the east edge of the parking lot. In the late 1970s, the Lions Club moved a small frame German Lutheran church building to the southeast park for use as a historic center. The Vandalia Historical Church is the oldest building within the city limits being built in 1875. Also in the late 1970s, the inaugural "Worlds Championship Brick Skidding Contest" was held. In June 1982, the city purchased the railroad properties, not including the depot built in 1902.

Currently, this park is used for the chamber's annual "Prairie Days" event every fall. In the winter, Santas comes to visit in the Vandalia Historical Church after the lighted Christmas parade.

The Vandalia Historic Church originally set on the corner of South Main and Union Street and was the first Lutheran Church erected in Audrain County. It also has the distinction of being the oldest building within the city limits of Vandalia. St Johns congregation was founded shortly after the Civil War by a group of German settlers. In 1875, when the city of Vandalia was one year old, the settlers purchased the 120 x 120 lot on main street and constructed the original church building. It became known as the "Little German Lutheran Church." Prior to that time, the German Lutherans of this area worshiped at meetings held in their homes. That structure was continuous use until the dedication of a new church building in 1983.