The July/August issue of Biblical Archaeology Review has a very interesting article by Herschel Shanks about Jewish oracles relating to the destruction of Pompeii. A useful summary can be found in the Jerusalem Post, post alia:
[…] Shanks recently told The Jerusalem Post that the idea to examine a connection between the two events came to him on a tour of the ruins of the Roman city located in the vicinity of modern-day Naples.
“On my own visit to Pompeii, I tried to find out when the destruction of the Temple occurred,” Shanks relates. “When I learnt of the supposed date, I thought, ‘Hey I wonder if anyone has connected the two.’” Shanks, described by the The New York Times as “probably the world’s most influential amateur Biblical archaeologist,” said he called Harvard’s Shaye Cohen, who directed him to Book 4 of the Sibylline Oracles, a text composed by “mostly Jewish oracles” shortly after the eruption.
The book first mentions the destruction of the Temple, and then seemingly refers to the Vesuvius eruption: “When a firebrand, turned away from a cleft in the earth [Vesuvius] In the land of Italy, reaches to broad heaven It will burn many cities and destroy men.
Much smoking ashes will fill the great sky And showers will fall from heaven like red earth.
Know then the wrath of the heavenly God.”
The second piece of evidence cited by Shanks is ancient graffiti etched onto a fresco at a Pompeii building. The grafitti reads “Sodom and Gomorra.”
In Shanks’s opinion, the text is proof that a Jewish visitor to the ruins believed its fate followed that of the two sin cities that the Bible says were destroyed by God.
In any case, if the destruction of Pompeii was an act of divine retribution, then some Jews were also caught up in his vengeance. It is almost certain there were some Jewish individuals, perhaps a fullyfledged Jewish community in Pompeii, that perished along with the city’s gentiles.
Shanks said a fresco of King Solomon, the most ancient depiction of a biblical scene, is located not far from where the Sodom and Gomorra graffiti was found.
Also, relates Shanks, a vase with what some believe is an ancient kashrut stamp has been found in the famous ruins.
For Jews elsewhere, it is easy to imagine how news of the catastrophe at Pompeii would have been greeted with joy in light of the devastating defeat they had suffered only a few years earlier.
“It attacked the core of Roman society and, as if to emphasize the point, it extended all the way to Rome,” Shanks said. “You had the scary white and dark soot as far as Rome. There’s very good reason to conclude there was a perceived connection and in the eyes of some, God was clearly at work.”
It’s rather nice that the full article is also this particular issue’s freebie:
While I like the idea of the oracle as a retrojective prophecy, the thing I can’t buy into are the comments on the Sodom and Gomorrah graffito. The JPost summary gives the impression that people visited the site of Pompeii shortly after Vesuvius was done with its wrath. I didn’t think he really meant that but in the online version of the article:
One such person came back to a house in an area of Pompeii designated today as Region 9, Insula 1, House 26. After having walked through the desolation of the city, he (unlikely to be a “she”) looked about and saw nothing but destruction where once there had been buildings and beautifully frescoed walls. Disconsolate and aghast, he picked up a piece of charcoal and scratched on the wall in large black Latin letters:
SODOM GOMOR[RAH].
... the citation for this is:
See Carlo Giordano and Isidoro Kahn, The Jews in Pompeii Heculaneum, Stabiae and in the Cities of Campania Felix 3rd ed., Wilhelmina F. Jashemski, trans. (Rome: Bardi Editore, 2003), pp. 75–76.
… which I don’t have at hand. Will someone please correct me if I’m wrong, but I’ve always been under the impression that the site was covered with between four and six metres of ash and pumice. There was nothing to ‘visit’ and scratch graffiti on AFTER the eruption …
UPDATE (August 24): In addition to Mark Davidson’s comments below, see also Jim Davila’s coverage of this item over at PaleoJudaica, which includes a link to an article (also in BAR) from a few years ago by Theodore Feder about a fresco possibly depicting Solomon, Socrates and Aristotle. The excerpt from Feder (included at Paleojudaica, but not in the abstract at BAR) is much more realistic on this one …
rogueclassicism 
See Mary Beard’s book about about Pompeii (well worth reading, even if you have read many other books on the subject).
She says that there is plenty of evidence of looting, tunneling through the ash, excavating, etc. in Roman times – up to the 4th or 5th century. Obviously a lot of valuable items were there for the taking if anyone cared to dig. Some homeowners may have tried to retrieve money or valuable possessions quite soon after the eruption. It could be dangerous, though. Some skeletons are thought to be those of Roman tunnelers whose tunnel collapsed.
She says there are also graffiti which undoubtedly originated after the eruption.
The JP article perpetuates a common myth which Mary Beard debunks:
“This day in 79 CE began as any other. The inhabitants of the Roman city of Pompeii were going about their business; the men were bathing in the bath houses, slaves were doing their chores, merchants were selling produce in the market. Suddenly, the ground began to shake, and from the caldera of the Mount Vesuvius towering ominously above the city, a tremendous force was unleashed.”
Beard says that in fact there was probably plenty of warning. It’s a myth that the city was ‘frozen in time’. About 90% or more of the inhabitants had already left when the city was buried. It was already a mostly deserted city, with many houses packed up, and many portable valuables removed.
Of course, nobody knew that the city would be buried. They expected to be able to come back later, after the eruption was over, and resume their lives. There had been a major earthquake which damaged the city only 17 years earlier, so they were just playing it safe and getting away from obvious signs of impeding danger like earth tremors, fumes from vents, etc.