"Revengeful" is not a word I've seen or heard in use - I was surprised to find itin the dictionary when I looked it up just now. My understanding is that "vindictive" indicates a tendency to seek retribution for small slights: - He was a petty and vindictive person, retaliating for every real or imagined slight. "Vengeful" usually refers to a much stronger feeling inspired by much larger event(s) - - Propelled by her vengeful wrath, she sued the huge corporation responsible for her husband's death.

They are all the same. They all mean 'having the desire for revenge'. However, I have never used the word 'revengeful' and rarely hear it. Vengeful and vindictive are more common. If I was talking about a small act of revenge, perhaps among neighbours, I would probably use the word vindictive. Vengeful feels like a stronger word for more dangerous situations.