Story.
Vega is a masked nobleman from Spain with a strong bloodlust and an obsession with beauty borne from his noble upbringing (his mother and his family on her side were beautiful, apparently.) His father however was ugly, but was very rich, which thus led to their marriage and Vega's birth. As he grew older he developed a taste for bullfighting and becae a skilled matador. However, he mixed it with another hobby. He went to Japan and learnt Ninjutsu, a style that matched his agile skills and speed. He soon became one of Spain's best cage fighters, but then something happened. Angered that his wife lacked respect for him, Vega's father killed Vega's mother in secrecy, making Vega's mind snap. By day he was a respectful nobleman, but by night he went around killing ugly beggars and old men for sport. It was this psychotic streak that intrigued Bison, head of Shadowlaw, who quickly employed the Spaniard (Prologue.)
His first mission was to find a girl called Cammy and report on her experiences. On finding her, he tells Cammy that Bison no longer has any use for her and prepares to attack. She wins the fight (probably due to Vega throwing the battle) and wonders why he attacked. He warns her that she is to be terminated. Cammy is shocked and runs off wondering why Bison wants to terminates her. As she ran off, Vega realised that she had gained self-conscious and was now a human being and not a simple doll. Confronting Bison, he asks him why he is going to terminate Cammy. Shocked that her termination is only because she was a clone of Bison that exceeded her original purpose, he objects to this order but, failing to convince Bison, quickly drops the subject- thinking Bison is a coward for simply wanting to kill Cammy for self-preservation. Later, he found Cammy unconscious beside the Psycho Drive and, realising her potential and beauty, rescues her before the base exploded (see Charlie/Guile/Chun Li) and drops her off with Delta Red, so she can start her life anew (Street Fighter Alpha 3.)
He participates in the second Street Fighter tournament under orders from the newly-ressurected Bison (as probably did Balrog and Sagat). But after Shadowlaw fell apart, he left to his old routine in Spain; noble by day and killer by night (Street Fighter 2.)

Moves.
Rolling Crystal Flash- Hold Back, then press Forward+Any Punch Button.
Scarlet Terror- Hold Down/Back, then press Forward+Any Kick Button.
Sky High Claw- Hold Down, then press Up+Any Punch Button, followed by Any Punch Button.
Wall Leap- Hold Down, then press Up+Any Kick Button.

• Flying Barcelona Attack- Any Punch Button.
• Izuna Drop- Forward+Any Punch Button (near opponent).

Super Combos.
Super Wall Leap- Hold Down/Back, then press Down/Forward, Down/Back, Up/Forward+Any Kick Button.

• Rolling Claw- Any Punch Button.
• Rolling Izuna Drop- Forward+Any Punch Button (near opponent).

Meteo Combos (in the Street Fighter EX games).
Rolling Izuna Drop- Hold Down/Back, then press Down/Forward, Down/Back, Up/Forward+Any Kick Button, followed by Forward+Any Punch Button (near opponent).