The island has remains of an Iron Agebroch at Dun a' Chaolais overlooking the Sound of Vatersay and nearby is a passage grave dated to the 3rd millennium BC. There is also a Bronze Age cemetery at Treasabhaig south of the heights of Theiseabhal Mòr and a cairn built circa 1000 BC west of the village of Vatersay. The offshore islet of Biruaslum has a walled fort that may be of Neolithic provenance.
One of the saddest events to befall the island happened when the Annie Jane, a three-masted immigrant ship out of Liverpool bound for Montreal, Canada, struck rocks off West Beach during a storm in September 1853. Within ten minutes the ship began to founder and break up casting 450 people into the raging sea. In spite of the conditions, islanders tried to rescue the passengers and crew.
There were only a few survivors rescued. A small cairn and monument marks the site where the bodies recovered from the sea were buried. The inscription reads: "On 28th September 1853 the ship Annie Jane with emigrants from Liverpool to Quebec was totally wrecked in this bay and threefourths of the crew and passengers numbering about 350 men women and children were drowned and their bodies interred here."
Two Chinese seamen from the SS Idomeneus, which sank on 28 September 1917, are also buried somewhere near the monument. There is a commemorative headstone in Cuier Churchyard.
The remains of a Catalina flying boat that crashed on the slopes of Heishival Beg in 1948 lie in a stream bed near the shore.