Vaughan belonged to what Benjamin Franklin fondly called the Club of Honest Whigs, which met at St Paul's Coffee House in the cathedral churchyard (see English coffeehouses in the 17th and 18th centuries). His support for the cause of Corsica in 1768 brought him the acquaintance of James Boswell through the Club. Vaughan was a trustee of funds for Corsica, with William Beckford and Barlow Trecothick.