A vigil (from the Latin vigilia, meaning wakefulness) is a period of purposeful sleeplessness, an occasion for devotional watching, or an observance. The Italian word vigilia has become generalized in this sense and means "eve" (as in on the eve of the war).
Eves of Religious Festivals
A vigil may be held on the eve of a religious festival, observed by remaining awake--"watchful"--as a devotional exercise or ritual observance on the eve of a holy day. The term "eve" means that the observance begins on the evening before. In traditional Christianity, the celebration of liturgical feasts begins on the evening before the holy day because the Early Church continued the Jewish practice of beginnnig the day at sunset rather than midnight. Probably the best known vigil is the Easter Vigil held on Holy Saturday. The Midnight Mass held on Christmas Eve is a remnant of this practice. Such liturgical vigils usually consist of psalms, prayers and hymns, possibly a sermon or readings from the Holy Fathers, and sometimes periods of silent meditation.
In the Eastern Orthodox Church an All-Night Vigil (consisting of Great Vespers, Matins and the First Hour) is held on the eves of Sundays and all Major Feast Days (such as the Twelve Great Feasts and the Feast Days of important Saints) during the liturgical year.
Vigils at the time of death
In Christianity, especially the Eastern Orthodox and Roman Catholic traditions, a vigil is often held when someone is gravely ill or dying. Prayers are said and votives are often made. Vigils extend from eventual death to burial, ritualistically to pray for a loved one, but more practically so they are never alone.
During the Middle Ages, a squire on the night before his knighting ceremony was expected to take a cleansing bath, fast, make confession, and then hold an all-night vigil of prayer to God in the chapel, readying himself for his life as a knight. He would dress in white, which was the symbol for purity.