The verb vamoose means to depart hurriedly. It is an adaptation of Spanish vamos, let us go, first person plural of the present subjunctive (acting as imperative) of the verb ir, to go.

It has been said that vamos crossed the border from Mexico into American slang, and that its meaning was either misunderstood or jocularly misused; for example, the American historian and linguist John Russell Bartlett (1805-86) wrote the following in Dictionary of Americanisms. A glossary of words and phrases, usually regarded as peculiar to the United States (New York, 1848):

To vamos. A Spanish word signifying let us go. French allons!* This and other Spanish expressions have lately become familiar to us through the letters of soldiers and officers from Mexico in the public prints.

(* French allons, let us go: first person plural of the present imperative of the verb aller, to go)

However, the earliest instances of vamos in English do not associate it with Mexico.

In American literature, it is first recorded in My First and Last Flogging, a story published in The Knickerbocker, or New-York Monthly Magazine of December 1834. In Valparaiso, Chile, two American sailors who have just run away from their ship are at the Main-top, Johnson’s bar-room:

Four stout Chilians, (called by sailors, Cholers,) entered the room, and began to enquire for us, giving an exact description of each. Johnson, however, had suddenly forgotten his Spanish and replied to them in English:
‘Gin did you say, gentlemen? There,’ placing a decanter of Hollands upon the counter, ‘help yourselves; ’tis real stingo; just fit for Hidalgos like you.’
Not understanding him, and having no kind of objection to the gin, they each took a horn, and then repeated their demand for us.
‘The price, did you ask, gentlemen?’ continued Johnson, with immovable gravity; ‘only two rials;—that’s nothing for you to pay.’
‘No intende, Señor,’ shouted the spokes-man, out of all patience.
‘No pennies, say you?’ answered Johnson; ‘you should have thought of that before. Be off, you good-for-nothing rascals—vamos’—and rushing at them, he fairly put all hands of them to flight.

But the earliest known occurrence of vamos in English is from a book about London, Every Night Book; or, Life after Dark (London, 1827), by the English author William Clarke (1800-38); about Bartholomew Fair and such creatures as “the calf with two legs, and the lady with none”, Clarke wrote:

But we have our favourites: first and foremost stand the giantesses—they know us, many of them do, and we have run some risk of being extinguished in the large embrace of one of them, who fancied, perhaps from our visiting the booth three times in one night—by pure accident we profess—that we were somewhat smitten with her.—Why does not H—, or P—, or some other of “the gentle king-cups of the land,” who seem to stick at nothing to obtain notoriety, soar above the beaten track of their compeers, and take an ogress into keeping? They have done more foolish things in their day—but vamos.

The English author and publisher John Camden Hotten (1832-73) recorded the verb in A Dictionary of Modern Slang, Cant, and Vulgar Words (London, 1859):

Vamos, or vamous, to go, or be off. Spanish.

A typically American phrase, however, was to vamoose the ranch; for example, the Democratic State Flag (Raleigh, North Carolina) of 10^th November 1848 published this list of synonyms:

John Donkey is about to publish a Dictionary of Synonymes [sic]. From the proposed work he makes the following extract:
[…]
Depart, (v. a)—To leave any particular place and visit some other. To put, mosey, absquatulate, abscond, walk chalk, cut stick, amputate timber, cut dirt, scratch gravel, mizzle, propel, put on the steam, leave, evaporate, make himself scarce, make tracks, make a bend, vanish, evacuate the premises, troop, scatter, set his pins in motion, toddle, tortle, tote his carcase, show his back, show a clean pair of heels, horizontalize his coat tail, get out, vamose, vamose the ranch, go, slope, slide, hoe it, heel it, shin it, go it, streak it, navigate, take a shoot, skeet, scud, retreat, dig out, quit the presence, locomote, paddle, move on with your meat cart, clear out, now trot, move your trotters, and don’t let me see yer ugly face agin or I’ll crack every bone in yer derned body.