In the world of Final Fantasy VII, characters have different ethnicities and cities of origin. Vincent is one of the harder characters to place because he is never given a hometown or culture of origin outside of working for Shin-Ra as a Turk. Fans have several theories about where Vincent grew up, among the most popular theories is that his origins are in Midgar or Wutai.
Wutai’s population was primarily, if not completely, Asian. The culture had a more Eastern flavor in the people’s dress and conduct as well as in their religion, which worshiped the Water God Leviathan as protector of their city. Compared to the rest of the world, Wutai had the most drastically different and distinct culture. How Vincent could come from this culture and join with Shin-Ra is unknown.
Fans who believe Vincent is from Wutai point to a line Vincent says when the party first encounters Yuffie. I have never waited to get Yuffie until after getting Vincent, but I’ve found the quote on Yinza’s FF7 site. In the dialog Vincent says: “She has a mysterious weapon... I've seen her somewhere before...” Some believe Vincent has seen Yuffie’s mother who probably greatly resembles Yuffie, and that this detail is enough to place Vincent’s origins in Wutai.
I don’t believe this is enough because Vincent was a Turk before the war with Wutai, when relations between Shin-Ra and Wutai’s royals were probably strained. It is likely that Shin-Ra had many dealings with Wutai and that the Turks were involved, perhaps as bodyguards for Shin-Ra representatives or even as spies to gather information in Wutai. There was more than enough opportunity for Vincent to see the Kisaragi family through his work in the Turks. (I also find it unlikely that Vincent would describe Yuffie’s weapon as “mysterious” if he had lived in Wutai and had fought many battles there.)
The primary reason I do not believe Vincent is from Wutai is because of Yuffie’s side quest. In Wutai, there is a pagoda temple with a fighting challenge that can only be undertaken by those from Wutai. Yuffie is the only one who can participate in the temple challenge, and therefore the only party member from Wutai. Because Vincent is not from Wutai, he is most likely Caucasian. In the game Caucasians and Africans are fairly widespread whereas Asians seem to be tied to Wutai. (I think everyone can agree Vincent is far too pale to be anything but a tanless Caucasian or light skinned Asian).
Midgar is a more likely place for Vincent to have been born, since to join the Turks Vincent would likely have to have grown up in an area loyal to Shin-Ra. But there is no particular reason why his hometown has to be Midgar rather than some other location under Shin-Ra’s control like Junon or Kalm. Many characters in the game moved from their original home to Midgar to join the Shin-Ra military, and Vincent could have done the same to join the Turks.
My theory is that Vincent was originally from Kalm Town. Besides being conveniently close to Midgar, there is a small piece of game evidence that ties Vincent to Kalm Town. In the game, the party can only pick up weapons for characters Cloud has already had an opportunity to meet. For example, you don’t see spears for sale anywhere until after Cid has joined the party. If Cloud takes the first opportunity to find Yuffie on the east continent, the same holds true for Yuffie as well. There is only one strange exception to this. On the party’s first visit to Kalm Town there is a box in the upper story of someone’s home that contains a gun, the Peacemaker. There is no apparent reason why a gun for Vincent should be left here before it can even be used, so why would the gun appear so early in the game?
My thought was that some connection was meant to be drawn between Vincent and the location. Interestingly in the unreleased game Final Fantasy VII: Dirge of Cerberus, screenshots have already shown Vincent fighting in Kalm and the game’s description has Vincent living in a peaceful town, most likely referring to Kalm again. If Vincent was indeed originally born in Kalm, he has returned home three years after the events of Final Fantasy VII.
This evidence is by no means conclusive, but out of all the cities to place Vincent’s origin, Kalm is a reasonable choice.