Why does no one get vaccinated against plague in Europe?
Ask yourself when was the last time that you went to a friend's home and had to worry about getting flea bites? Modern cities still have lots of rats, but modern construction, pesticides, and hygiene have greatly reduced the number of encounters between fleas and people. Contrast that with the early 18th century. When the young George Washington wrote an essay on civil behavior, he felt it worth while to include this item:


  13th Kill no Vermin as Fleas, lice ticks in the Sight of Others, if
  you See any filth or thick Spittle put your foot Dexteriously upon it
  if it be upon the Cloths of your Companions, Put it off privately, and
  if it be upon your own Cloths return Thanks to him who puts it off.


Plague is almost exclusively transmitted to humans by fleas (the pneumonic form of the disease can be transmitted by aerosols but is rare). Few encounters with fleas, few cases of the Plague.

Mumps and measles (for example) are transmitted by human to human contact. No fleas needed. Modern life may have done away with flea bites, but it has only increased the number of persons we come in contact with each day. If you think about it, all the diseases we commonly get vaccinations for are ones spread by direct human to human contact: smallpox, polio, diphtheria, whooping cough, mumps, measles, flu. Tetanus vaccines are an exception, but that's a bacteria that is ubiquitous in the environment, and causes a very nasty disease.