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What's the difference between "irritated" and "vexed", or between "to irritate" and "to vex"?

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While the other answers correctly point out that there are small distinctions in the literal meaning of these words, the most important difference is that vex is a formal, literary word, whereas irritate is what you would call “unmarked for formality”. This means it could be easily used in very formal English or very informal English. This distinction is important; whereas you wouldn’t likely find the word vex in ordinary everyday conversation, irritate might be used in any context.

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I have taken to using "vexed" in casual conversation for precisely this reason. – glenatron Nov 27 '10 at 22:03
Thank You, nohat. So does it mean that I can't use "vexed" in a daily conversation? – brilliant Nov 28 '10 at 2:23
@brilliant, you certainly can use it in daily conversation, but you should be aware that if you do, you run the risk of people not knowing the meaning of the word. Also, it’s a bit showy. People who say they are “vexed” are not only irritated about something, but they also want you to know they know the word “vex”. – nohat♦ Nov 28 '10 at 3:13
I see, thank You again, Nohat!!! – brilliant Nov 28 '10 at 4:37
I know I'm picking nits, but I think it's not so much that vex is a formal, literary word, but that it simply is falling into obsolescence, so therefore it sounds stilted, formal, victorian, etc. – ghoppe Nov 20 '11 at 20:45
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Irritation is relatively mild and is something you find annoying but can handle without a lot of grief. A mosquito bite irritates; A scorpion bite vexes. If you are vexed you are pretty much controlled by whatever it is that's doing the vexing. It has you, so to speak.

Vex can also have a positive meaning, such as "He was vexed by her beauty and could not resist."

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The difference between irritate and vex is small but definite. To vex implies that you are irritating someone with trivial matters.

As my Webster's has it, vex means to

make (someone) feel annoyed, frustrated, or worried, esp. with trivial matters : the memory of the conversation still vexed him

Take off the "trivial" aspect and you pretty much have the definition for irritate.

This is why, for example, in the movie Gladiator it was unintentionally humorous for Joaquin Phoenix's Emperor Commodus to say "I'm vexed, I'm very vexed," by the victories in the arena of Russell Crowe's Maximus. Put that way, it was an admission that as an emperor he was more petty than grand.

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Hello, Robusto, thank You for this input. But doesn't Your answer somewhat contradict to the answer below given by Flotsam N. Jetsam? In his answer he says that whatever vexes you that thing has a way bigger impact on you than a thing that would merely irritate you, but in Your answer it seems that vexing things are more trivial. Or, perhaps, I misunderstood something here? Is there any way to reconcile his answer with Yours? because I like both answers and Your answer and the example with Commodus from "Gladiator" are very very good. – brilliant Nov 28 '10 at 2:21
I think nohat's answer, coming late to the conversation, points at the difference. Vex is formal and literary, and has a distinctly archaic sound to the modern ear. A poet might be able to plumb the depths of its vitality, but the casual modern user would sound precious and possibly effete. Also, the word's potency (as a synonym for torment, for example) gains strength the farther back in time you look. In its modern form it is weakened and, in my opinion, somewhat prissy. Annoy, disturb, irritate, gall — any of these sounds more bluntly troublesome nowadays than does vex. – Robusto Nov 28 '10 at 4:33

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