Vegas was born Michael Joseph Pennington on 5 September 1970, in the Thatto Heath area of St Helens, Lancashire.

At the age of 11, he attended the boarding school and seminary St Joseph's College in Up Holland to train for the priesthood, but came back homesick after four terms.

[3] He then returned to his home town and took various odd jobs; he worked in an Argos warehouse, sold boiler insurance door-to-door, packed bottles of Cif in a factory, and was a barman at a local pub.

[4] Between 1994 and 1997, he was a member of Cluub Zarathustra, a comedy performance group led by Stewart Lee, Roger Mann, and Simon Munnery.

[23][24] Beginning in September 2019, Vegas has starred as the voice of the title character in the surreal children's animated series The Rubbish World of Dave Spud.

[25] In 2023 it was announced that Vegas would be the director for a new audio series of The Wombles for BBC Radio 4, with Richard E. Grant as voice actor.

In 2001, Vegas starred as Al in adverts for ITV Digital with a puppet named Monkey (voiced by Ben Miller).

Ceramic Review praised him, leading to a role in Pot Shots (collaborating with Roger Law), a film made for an international gathering of potters.

[30] This led to his work being acquired for a collection at the Victoria and Albert Museum and a commission from Old Spice to design a bottle for their aftershave.

[33] In May 2017, it was announced Vegas would be starring in new comedy feature Eaten by Lions opposite Antonio Aakeel and Jack Carroll, directed by Jason Wingard.

[41] Vegas continues to live in his home town of St Helens, and has been outspoken about the pride he takes in it; he is well known for being active in supporting the local community.

[42][43] He fulfilled a lifetime ambition by appearing for St Helens RFC in Keiron Cunningham's testimonial rugby league game, a friendly against Hull FC, in 2005.