Structurally complex diazo‐containing scaffolds are formed by conjugate addition to vinyl diazonium salts. The electrophile, a little studied α‐diazonium‐α,β‐unsaturated carbonyl compound, is formed at low temperature under mild conditions by treating β‐hydroxy‐α‐diazo carbonyls with Sc(OTf)3. Conjugate addition occurs selectively at the 3‐position of indole to give α‐diazo‐β‐indole carbonyls, and enoxy silanes react to give 2‐diazo‐1,4‐dicarbonyl products. These reactions result in the formation of tertiary and quaternary centers, and give products that would be otherwise difficult to form. Importantly, the diazo functional group is retained within the molecule for future manipulation. Treating an α‐diazo ester indole addition product with Rh2(OAc)4 caused a rearrangement to occur to give a 2‐(1H‐indol‐3‐yl)‐2‐enoate. In the case of diazo ketone compounds, this shift occurred spontaneously on prolonged exposure to the Lewis acidic reaction conditions.