@avmcbellar, Thank you for starting this discussion. As someone who has always had Vick's Vapor Rub around the house since remembering how my mother used to rub it all over my chest as a kid when I had a bad cold or flu, I've never considered it to help with neuropathy pain. It will be interesting to hear if any members have tried it and if it's helped. Here's some information that supports your question.

"Vicks Vapor Rub® – Massaging one's feet with Vicks, particularly at night, soothes neuropathic pain and distress in one's feet and legs. It is also excellent for softening your toe nails and diminishing common toe nail problems.Aug 20, 2015" Complementary and Alternative Medicine (CAM) Treatments
for Peripheral Neuropathy (PN): http://www.neuropathyaction.org/downloads/CAMTreatmentsFinal.pdf

It's also listed under Natural Products heading (link to PDF below) on the Foundation for Peripheral Neuropathy - https://www.foundationforpn.org/living-well/integrative-therapies/ ------ Supplements for Your Nervous System:
https://29fvx519grkh3bdqrc16zioc-wpengine.netdna-ssl.com/wp-content/uploads/2016/10/Supplements-Not-highlighted.pdf
I don't have pain but just numbness and I put body lotion on my feet and calves every night plus I wear socks at night to protect the feet when I have to get up at night. I've also used magnesium lotion and it works quite well to help keep the skin from drying out which is important for neuropathy since the peripheral nerves are close to the skin.