The development of advanced computers with special capabilities for vectorized or parallel calculations demands the development of new calculational methods. The very nature of the Monte Carlo process precludes direct conversion of old (scalar) codes to the new machines. Instead, major changes in global algorithms and careful selection of compatible physics treatments are required. Recent results for Monte Carlo in multigroup shielding applications and in continuous-energy reactor lattice analysis have demonstrated that Monte Carlo methods can be successfully vectorized. The significant effort required for stylized coding and major algorithmic changes is worthwhile, and significant gains in computational efficiency are realized. Speedups of at least twenty to forty times faster than CDC-7600 scalar calculations have been achieved on the CYBER-205 without sacrificing the accuracy of standard Monte Carlo methods. Speedups of this magnitude provide reductions in statistical uncertainties for a given amount of computing time, permit more detailed and realistic problems to be analyzed, and make the Monte Carlo method more accessible to nuclear analysts. Following overviews of the Monte Carlo method for particle transport analysis and of vector computer hardware and software characteristics, both general and specific aspects of the vectorization of Monte Carlo are discussed. Finally, numerical results obtained from vectorized Monte Carlo codes run on the CYBER-205 are presented.