Vanilla fudge won't set
If you live at any altitude other than sea level, you may need to adjust your recipe's temperature. If you live in the mountains as I do, that temperature may vary enough to mess up your recipe, even if you've checked the boiling point of water just prior to starting the candy. The air pressure up here seems more volatile than it was when I lived at sea level. Maybe that's just because one usually doesn't get up to much candy making if there's a hurricane coming in.

At any rate, here's a link to the Unviersity of Utah's The Art of Candy Making. It has a chart on page three that will help you adjust your finished temperature (if that should happen to be your problem). I hope it will help.