It depends on what debugger you're using; MSVC 2005 (free!) by default seems to allow you to view the contents of STL containers. Unless the feature is built-in somehow, I doubt any amount of tweaking will help short of manually displaying the contents of each vector as part of your program.
Alternately, you can try copying individual elements of the vector out, and view the values stored in the temporary variables.
Code:
int value;
for(std::vector<int>::iterator it = theVector.begin(); it != theVector.end(); ++it)
value = *it; //In the debugger, watch value change as you run through the loop.