E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Vauxhall or Fauxhall (2 syl.).
Called after Jane Vaux, who held the copyhold tenement in 1615, and was the widow of John Vaux, the vintner. Chambers says it was the manor of Fulke de Breauté, the mercenary follower of King John, and that the word should be Fulkes Hall. Pepys calls it Fox Hall, and says the entertainments there are mighty divertising. (Book of Days.)
Thackeray, in Vanity Fair (chap. vi.), sketches the loose character of these divertising amusements.