A 19th crystal globe could come on Thursday when the super-G title will be decided. Vonn holds a narrow eight-point lead over Austrian rival Anna Fenninger, who finished second behind Vonn in the downhill and is also competing for the overall World Cup title.
"It's going to be tough because Anna's skiing really well," Vonn said. "But something about this track suits me."
In the men's downhill, Kjetil Jansrud won the race and discipline's season-long title.
The 29-year-old Norwegian, who has already clinched the super-G title, beat Didier Defago by .24 seconds on the Roc de Fer course to deprive the 37-year-old Swiss veteran of a retirement present.
"I had to apologize to Didier, I felt like I ruined his farewell party," Jansrud said. "I remember when I started doing World Cups, Didier was always so easy to talk with and smiling. One of the good old legends in the game."
Jansrud, the Olympic super-G champion, is battling for the World Cup title with Marcel Hirscher, the giant slalom champion. Hirscher leads Jansrud by 64 points with the super-G, slalom and giant slalom still to come.
"Marcel's been skiing well all year, and if he grabs the overall he deserves that," Jansrud said.
In the race for the women's overall World Cup title, Fenninger holds a 12-point lead over Tina Maze, who was fourth on Wednesday.
Vonn has won the overall title four times in her career, but this season she's just happy to be racing again after missing nearly two years of competition with injuries.
She blew out her right knee in a super-G at the 2013 world championships in Schladming, Austria, and then hurt the same knee again in her comeback, keeping her out of last year's Sochi Olympics.
"I'm incredibly thankful to be holding another downhill title," said Vonn, who finished 0.24 seconds ahead of Elisabeth Goergl and 0.30 ahead of Nicole Hosp.
Vonn went nearly two years without a victory before winning a downhill in Lake Louise, Canada, in December. The following month, she overtook Austrian great Annemarie Moser-Proell's 35-year-old record of 62 race wins.
"It is just amazing to be sitting where I am today," Vonn said. "I really have to thank the people that supported me."