The Vanderbuilt tender wasn't exclusively for oil. B&O and New Haven as mentioned above, along with the C&O and some UP locomotives had Vanderbuilts with coal bunkers.
Not all railroads converted any locomotives to oil. Along with the Pennsy and NYC, N&W, IC and NKP come to mind.
Roads like the Santa Fe, the Burlington, Frisco and Canadian Pacific used rectangular tenders for both coal and oil burning locomotives.
I don't ever recall reading the advantages of a Vanderbuilt tender vs. a rectangular tender. Esthetics? Functionality? Maintenance? Lower cost? Capacity? I really don't know.
Rusty