Searching millions of vectors by brute force is slow. Vector databases use approximate-nearest-neighbor (ANN) indexes (HNSW, IVF) to find similar vectors in milliseconds, with metadata filtering and scaling built in. Managed (Pinecone), self-hostable (Weaviate, Qdrant), and embedded (Chroma) options exist. They're the storage/retrieval backbone of RAG and semantic search — pick by scale, filtering needs, and ops appetite.