I discovered an awesome vanilla bean olive oil at the Queen Creek Olive Mill, just south of Phoenix. This places makes some amazing flavored olive oils from herb infused to blood orange, chocolate and even bacon! The chocolate olive oil can actually be served over ice cream - it's amazing! They supply different recipes around the store and tasting is available. A little cafe serves lunch and they also sell gourmet foods and bath/body products. If you live in the Phoenix area, or are there to visit, take the time for a visit. You will not be disappointed. If you can't make it, you can always shop online!
Here's the vanilla bean olive oil: