The city was once the home of the Lumen Sages and Umbra Witches until a war between the two groups almost entirely wiped them both out. During the time frame in which Bayonetta
takes place Father Balder
, the last surviving Lumen Sage and corporate leader, holds a considerable amount of power within the city.
Most of the architecture and seemingly the culture of Vigrid is very ecclesiastical, and the police and citizens of the city wear long robes and hoods which cover their bodies. Within the game Vigrid is nicknamed 'The City of Deja Vu' and at one point Rodin
mentions that while most places on Earth hold a neutral position between heaven and hell, Vigrid is a city closer to heaven than he believes any city should ever be.