From the Feingold newsletter archives:
While real vanilla extract is made from the vanilla bean and is a mixture of several hundred different compounds in addition to vanillin, the artificial flavoring is methyl vanillin or ethyl vanillin. It is made from Guaiacol, which is an aromatic chemical made from wood creosote (present in smoke from burning wood), from petroleum, or from lignin-containing waste products of the paper pulp industry. Thus, the artificial flavoring has a much higher percentage of a single chemical compound, as well as unknown contaminants resulting from its source.
Whether the reactions seen by our members to the artificial vanillin is due to the concentration of a single chemical in the flavoring, to the contaminants, or to something else entirely, is unknown.
Artificial vanillin has also been shown in research to suppress certain liver enzymes (Bamforth 1993), and according to Aoshima, 1997, it inhibits the GABA receptor response, suggesting that it could modulate the neural transmission in the brain.