Comes from the Portuguese 'vin' (wine) and 'd'alho' (of garlic). It's believed that the Portuguese wine turned rather vinegary on its route down to India, and that is why modern vindaloos (or 'vin d'alhos) largely comprise garlic and vinegar.
How's that for thread drift!
Going off topic here, but one of the leading French admirals of the 1780's was Le Baillie de Suffren.
He was widely known as 'Admiral Satan' because he could eat curries so hot that no-one else could take more than a few mouthfuls.
A most un-French admiral - he stood up and fought rather than legging it for the nearest port.