Volga is an unincorporated community in Smyrna Township, Jefferson County, Indiana.

Volga was not platted as a town and was never separately enumerated in federal censuses.

In the immediate neighborhood is the Hopewell Baptist Church, a stone building constructed in 1848.

The History of Hopewell Baptist Church shows that the organizing meeting was held on May 16, 1829, at the house of Robert Ford.

Volga is located on the north side of Harbert's Creek, which flows from east to west, on the Deputy Pike at its junction with county road 700W.