What is a vigil?
A vigil is the term often used by paranormal researchers for a stay in an allegedly haunted place to look for ghosts or other anomalous phenomena. Some researchers use other terms for this, just to clear up any confusion. 
A vigil is generally broken up into 'watches', when teams of researchers stay in particular areas of the building (particularly 'hot spots') watching and waiting for things to happen. After each watch there is a break and then all the teams swap locations so that everyone gets a turn in each position.
Vigils in the dark
Many groups do vigils in the dark, ie. with the lights turned off. But is there any justification for this?
Ghosts have been reported at all times of day in a variety of levels of illumination. Crucially, however, unlike in Hollywood films apparitions do not glow (with the possible exception of 'radiant boys'). Most witnesses report ghosts as looking and behaving like normal people. It is possible that a ghost could walk right through the middle of a 'lights out' vigil without anyone even noticing it!
There are other problems with putting the lights out for vigils. For instance, people's eyes take time (around 20 minutes) to get used to the dark before they can see much. This means that 20 minutes out of each watch is useless.
Even once eyes are dark-adapted, they can only see poorly (particularly missing detail) because human eyes don't work well in low light. In addition, sitting around in the dark raises levels of suggestibility. This will make it more likely to mistake ambiguous stimuli for paranormal phenomena. People can end up 'experiencing' non-existent phenomena that were not even reported by the original witnesses. Thus, such vigils may generate new reports of phenomena which are entirely spurious. For more on night vision problems, such as autokinesis and the night blind spot, see here.
Since most haunting phenomena are generally experienced by original witnesses in perfectly normal lighting, holding vigils in the dark is an artificial experience. It does not duplicate the original conditions of the reported experiences. It may therefore stand less chance of reproducing the originally reported phenomena, rather than more.
There are, of course, also health and safety concerns with dark vigils. Quite simply, it is easier to have an accident if you're walking around in the dark!
People experiences are different
People will report different things on vigils when they are in the same room at the same time!
This effect is not confined to dark vigils but the additional ambiguity introduced by losing visual cues hardly helps. Sight is the most powerful sense in forming impressions and without it, other factors, like the group dynamic, can predominate.