The first capitol building was in Kaskaskia. It was a simple two-story brick building that rented for $4 per day.

Vandalia became the second capital of Illinois in 1820, and was the site of three capitol buildings. Vandalia's first capitol was a simple two-story structure, which was destroyed by fire. In 1824, Vandalia's second capitol was built to replace the burnt building for $15,000.

Soon after the third capitol building was built, many Illinoisans began lobbying to move the capital to a more central location in the state. In 1833, the General Assembly responded by passing an act allowing Illinoisans to choose their capital city. This worried the people of Vandalia, who did not want to lose the capital.

Therefore, in 1836, without authorization from the General Assembly, the city tore down the third capitol building and replaced it with the fourth, a brick state house, costing $16,000. Despite this, Illinois voters selected Springfield as the new state capital city in 1839.