Does Vatican have an immigration and naturalization law or policy?
Yes AW. And there is nobody with only Vatican citizenship everyone has dual citizenship. For example, the ex-pope was citizen of both Vatican and Poland. The other peculiarity is that the Vatican issues only diplomatic passports, so this is a country, where all the citizens are diplomats. Acquisition and loss of citizenship, authorization to reside in the State of Vatican City and formalities to enter, are set out in the Law N. III of 7 June 1929, on citizenship and residence, and in the Regulation N. XXXVI of 27 September 1932, for entrance to Vatican City.