Alistar

Alistar is a really good support, he can engage for you and all you have to do is follow him up and you should be able to get some easy kills.

Leona

Leona has a shitton of CC when is perfect for Vayne since she can just follow up and Chase them down.

Lulu

Nami

Nami is a really good support! she can buff vayne so she can slow the enemy. She engage with her bubble or ult. And most important she can sustain really good with her heal.

Janna

Janna is decent, the shields are good when vayne wants to trade but since the Cooldown of the shield is pretty big it isn't the best support for vayne. Her Q however is really good for disengaging & her W is really good to catch enemies. The only minus point of janna is that she doesn't have sustain(No heals)

Soraka

Soraka is really good if you want to sustain and just farm. However you lack the ability to engage, but that is in most match ups not a problem.

Pyke

Pyke is really good against the classic "Sustain lane" with a janna/lulu/nami. But against a poke lane he is somewhat weaker since most of the times you won't be able to all-in even when he catches an enemy.

Blitzcrank

Well, basically Hit Q and you can get a kill, but if he misses Q he is useless since blitzcrank doesn't help you sustain & just sits back.