When are ándale, anda and vamos used? Both mean 'Come on' but in what context are they used?
Anda, dime dinero para comprar un computador.
¡Ándale, vamos a conducir a la playa mañana!
¡Vamos, veamos una peli!
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It is not only context-dependant but also location-dependant.
"Ándale" (or "Ándele" in a more formal way) is not common in all Spanish-speaking zones. I would say (I'm not an expert in those zones) that it is used mainly in Mexico.
About the other two, "Anda" in that imperative form is mostly used to move somebody to do something, while "Vamos" has that same usage and also the specific one of convince somebody to go to some place. They are mostly interchangeable, but there are subtle specificities that make one fit better (or slightly better) than the other in some sentences.
@Envite is right we don't use "ándale" in Spain. In fact, if you say "ándale" it is because you are trying to speak like a Mexican.
Even while it is an imperative form, we use it to kindly ask people to do something:
"Dame dinero" sounds less imperative if you add: "Dame dinero, anda". (use the first one with a gun :P)
"Déjame en paz" -> "Déjame en paz, anda"
I think it is important to emphasize the "kind" side of the word, cause that's why we use it usually. In fact you can replace "anda" with "por favor" without breaking the meaning and sense of the phrase.
In this case the "movement" is much more clear than with "anda". We use "vamos" when we want someone to do something or go somewhere (with or without us) now:
"Vamos, que nos están esperando" (you and me)
"Vamos, apaga la tele y sal a jugar" (just you)
"¡Vamos! ¡Termina de una vez!" (just you)
We can say "vamos" is a much more "energetic" word than "anda". You can't replace "vamos" with "por favor".