Vichy is a city in the Allier department, Auvergne-Rhône-Alpes, central France, in the historic province of Bourbonnais. It is a spa and resort …Vichy is a city in the Allier department, Auvergne-Rhône-Alpes, central France, in the historic province of Bourbonnais. It is a spa and resort town and in World War II was the capital of Vichy France from 1940 to 1944. The term Vichyste indicated collaboration with the Vichy regime, often carrying a pejorative connotation.