Vain (adjective) can mean "valueless" or "fruitless" or "conceited." In vain means "to no avail." Vane (noun) is an instrument that shows which way the wind blows. Vein (noun) refers to a blood vessel or an ore deposit.
The weather vane twirled about during the spring storm.
A rich silver vein was discovered beneath the town.
We searched in vain for the disks.