It is generally accepted that the etymology of Vauxhall is from the name of Falkes de Breauté, the head of King John's mercenaries, who owned a large house in the area, which was referred to as Faulke's Hall, later Foxhall, and eventually Vauxhall. The area only became generally known by this name when the Vauxhall Pleasure Gardens opened as a public attraction. Initially most visitors would have approached by river, but crowds of Londoners of all classes came to know the area after the construction of Westminster Bridge in the 1740s.
There are competing theories as to why the Russian word for a central railway station is вокзал (vokzal), which coincides with the canonical 19th century transliteration of "Vauxhall". It has long been suggested that a Russian delegation visited the area to inspect the construction of the London and South Western Railway in 1840, and mistook the name of the station for the generic name of the building type. This was further embellished into a story that the Tsar Nicholas I of Russia, visiting London in 1844, was taken to see the trains at Vauxhall and made the same mistake. The L&SWR's original railway terminus was shown boldly and simply as "Vauxhall" in the 1841 Bradshaw timetable. Another likely explanation is that the first Russian railway, constructed in 1837, ran from Saint Petersburg via Tsarskoye Selo to Pavlovsk Palace, where extensive Pleasure Gardens had earlier been established. In 1838 a music and entertainment pavilion was constructed at the railway terminus. This pavilion was called the Vokzal in homage to the Vauxhall Pleasure Gardens in London. The name soon came to be applied to the station itself, which was the gateway that most visitors used to enter the gardens. It later came to mean any substantial railway station building (a different Russian word, stantsiya, is used for minor stations). Another proposed explanation is that the word is a loan from Dutch "wachtzaal", meaning "waiting-room", since a substantial station would have such an edifice. The word "voksal" (воксал) had been known in the Russian language with the meaning of "amusement park" long before the 1840s and may be found, e.g., in the poetry of Aleksandr Pushkin: На гуляньях иль в воксалах / Легким зефиром летал (To Natalie (1813): "At fêtes and in voksals, /I've been flitting like a gentle Zephyrus" [here "Zephyrus" is an allegory of a gentle, warm and pleasant wind ]) According to Vasmer, the word is first attested in the Saint Petersburg Vedomosti for 1777 in the form фоксал, which may reflect an earlier English spelling, Faukeshall. Englishman Michael Maddox established a Vauxhall Gardens in the Saint Petersburg suburbs (Pavlovsk) in 1783, with pleasure gardens, a small theatre/concert hall and places for refreshment. Archdeacon William Coxe describes the place as a 'sort of Vauxhall' in that year, in his 'Travels into Russia'.