Mass was celebrated in the evening before first vespers. Towards morning, people returned to their homes to await the solemnities of the morning.
These vigils sometimes gave occasion to abuses, with the people dancing and drinking in the streets around the church. St. Jerome speaks of these abuses. So in the course of time, the number of vigils was greatly reduced, and eventually the overnight vigils were suppressed. Instead, a fast day before the feast was introduced. The custom of fasting on the day before a major feast in fact goes back much further, being referred to by writers of the early fifth century.
In the Latin church, only the older feasts have vigils, and those feasts introduced in recent centuries do not. Even major feasts like Corpus Christi and the Sacred Heart do not have vigils, though the Immaculate Conception was singled out by Pope Leo XIII as an exception.
More recently the practice of vigils has been encouraged once more.
1930 VIGIL MASS http://ustre.am/UCOl