1735, "a country song," especially one for the stage, from French vaudeville (16c.), alteration (by influence of ville "town") of Middle French vaudevire, said to be from (chanson du) Vau de Vire "(song of the) valley of Vire," in the Calvados region of Normandy, first applied to the popular satirical songs of Olivier Basselin, a 15c. poet who lived in Vire. The alternative explanation is that vaudevire derives from Middle French dialectal vauder "to go" + virer "to turn." From the popularity of the songs in France grew a form of theatrical entertainment based on parodies of popular opera and drama, interspersed with songs.
The Théatre du Vaudeville is rich in parodies, which follow rapidly upon every new piece given at the Opera, or at the Théatre Français. Their parody upon Hamlet is too ludicrous for description, but irresistibly laughable; and the elegaut light ballet of La Colombe Retrouvée [The Dove found again], I saw parodied at the Vaudeville as "La Maison Retrouvée" [The House found again], with a breadth of farce quite beyond the genius of Sadler's Wells. Some of the acting here, particularly that of the men, is exquisite; and the orchestra like all the orchestras in Paris is full and excellent. ["France in 1816," by Lady Morgan]
As a sort of popular stage variety entertainment show suitable for families, from c. 1881 in U.S., displaced by movies after c. 1914, considered dead from 1932.