For all practical purposes, a vacuum is completely devoid of anything, it is the definition of nothingness. The reality is a bit more complicated.
Vacuums (not the carpet cleaning machines) by definition contain nothing. They are emptiness. A vacuum that contains absolutely nothing is called a perfect vacuum. However, perfect vacuums are a philosophical concept. Real vacuums aren't completely empty.
Outer Space
The most easily identifiable vacuum is the one our planet is currently gliding through. Most of the universe is filled with vacuum. Little pockets of dense matter sparsely dot the universe. Most of space is filled with dust and gas, but the density is so low that it is quite nearly a perfect vacuum.
The Discovery of Evacuated Space
The concept of a vacuum had long been a target of philosophical debate. The ancient Greeks struggled with the idea that nothing could be something. Over the intervening centuries vacuums remained a philosophical curiosity, but during the scientific revolution scientists began a quest to create vacuums.
The Barometer
Evangelista Torricelli, the inventor of the barometer, created the first known vacuum, an evacuated space at the top of a barometer filled with mercury. He did not identify this space as a vacuum. Later, Blaise Pascal, the noted mathematician and physicist determined that this space was actually vacuum. As a result, two different units of pressure were named after Torricelli and Pascal, Torr and Pa respectively (1 Torr = 133.322 Pa). The Pascal is the SI (international scientific) unit and is used more frequently.
The Waving Medium
Even though vacuum had been observed, physicist still wanted to call it a thing rather than a nothing. It was found that light could pass through a vacuum. It was also known that light was a wave, and that waves propagated through mediums. They concluded that the vacuum wasn't empty, and proposed exotic explanations such as luminiferous aether and phlogiston. They weren't right, but they weren't entirely wrong either.
Quantum Mechanics and Vacuums
In the 20th century during the development of quantum mechanics, it has been found that nothing does have something going on. Space itself is ablaze with the creation of particle pairs. In general, this isn't in violation of the Law of Conservation of Energy. The particle pairs cancel each other out. One will pop in, ever so briefly, and it's anti-particle will pop in and immediately collide, annihilating both. These particle pairs are called virtual particles and don't behave entirely like their real counterparts.
Blackholes and Vacuums
In 1974, long before blackholes had been proven to exist, British physicist Stephen Hawking proposed that blackholes could evaporate. He theorized that a virtual particle could appear on the space side of a blackhole, and it's partner would appear inside the event horizon of the blackhole. Since no matter can escape the event horizon, the particle on the outside could become a real particle.The energy previously swallowed by the blackhole would be transferred to the freed particle, and the blackhole would become smaller. This is called Hawking radiation, which has yet to be proven.
The Future of the Vacuum
Since the vacuum holds an enormous amount of energy in the form of virtual particles, it is seen by some as a limitless source of free energy. Even now many groups are pursuing the development of vacuum extraction technology (called ZPE, or Zero Point Energy). These efforts are considered very fringe by mainstream physics. Even if vacuum energy is a viable source, there are many ethical concerns to having access to limitless energy. For instance, when energy is used, some is always converted to heat. Our planet does not have a limitless capacity to vent heat into space. Vacuum energy might change a lot of things, but eventually the heat problem could become a major issue.
