The services of the Daily Cycle are divided into three groups of three services each, conveniently entitled: Evening Service (9th Hour, Vespers and Compline), Morning Service (Nocturns, Matins and 1st Hour), and Midday Service (3rd Hour, 6th Hour and Divine Liturgy or Typical Psalms). In addition, on Saturday evenings, as well as on Major Feasts, All-Night Vigil, which consists of a joining of Great Vespers and Matins into one Service, may be served.
The All-Night Vigil consist of services of Vespers, Matins, and First Hour when served separately.
Some vigil's will be as short as 3-4 hours, some vigil's can go all night, all the way into Sunday and through Divine Liturgy. To pray that much is a great feat of strength and surely one would benefit from it spiritually. A vigil service will try your patience. It lasts a very long time, you'll be deprived of sleep and depending on the season, fasting as well. You know some people think a 2-3 hour Sunday service is "long" and they can't wait to leave, try doing an all night service. It's a lot of suffering for our Lord and so the Church Fathers speak highly of vigils.
Sometimes on special occasions, for example if a miracle working icon visits a monastery, the monastery will hold an all night vigil in honor of God and the miracle working icon. (example below)
Kursk Icon visits Holy Cross Monastery - All-Night Vigil http://www.youtube.com/watch?v=GgCqTi9JZio