Heat oil in a 12-inch heavy skillet over medium-high heat until it shimmers, then cook shrimp and garlic with oregano, 1/2 teaspoon salt, and 1/4 teaspoon pepper, turning once, until golden, about 2 minutes total.
Stir in vermouth and tomatoes, scraping up any brown bits from bottom of skillet.
Add cream and briskly simmer until sauce has thickened slightly, about 1 minute. Stir in lemon juice.
Meanwhile, cook capellini in a pasta pot of boiling salted water until al dente.
Reserve 1 cup pasta-cooking water, then drain pasta.
Serve pasta immediately, topped iwth shrimp and sauce. Thin with some of the reserved water if necessary.