Bring 2 cups of water to a boil in a saucepan. Stir in sugar and coffee. Reduce heat to low and stir until sugar and coffee dissolve. Remove from heat. Let stand for 1 hour or until cool.
Stir vodka into coffee mixture and then pour into a large jar, scrapping in the seeds from the vanilla bean and then toss in the bean halves into the jar too, stirring to blend. Cover. and let stand at room temperature for at least 3 weeks or up to 6 weeks.