vigil[vj´l] [Lat.,=watch], in Christian calendars, eve of a feast, a day of penitential preparation. In ancient times worshipers gathered for vespers before a great feast and then waited outside the church until dawn for the liturgy (Mass). Traces of this practice survive in the East, but the Western Church abolished it early because of disorders in the night watch. The Roman liturgy assigns a proper Mass for the vigil of each important older feast; two of them, Holy Saturday (Easter Eve) and the vigil of Pentecost, have special ceremonies.
... that's out of a Google Search: "Catholic Vigil"
Currently in the US, a vigil is a special mass, to honor/pray for a specified thing. It may be a holy day, or some other event.