For starters, their all are a different computer program, each named after the diferent Vocaloids. Second, their is freeware called Miku Miku Dance (or MMD for short) that alows you to do anything with the Vocaloids and you can add other characters to it. Third, their is no offical vocaloid anime, but their is an unoffical manga called "Hatsune Mix" and Miku and the Kagamines made cameos in the anime "Zoku Sayonara Zetsubou Sensei."
The music is usually whatever you like. They can sing in most languages, but usually have problems with English.
I'll be happy to help out. First of all u should know Vocaloid is not an anime show, these characters are voice synthesizers. There are japanese vocaloids like Miku Hatsune, Rin/Len Kagamine, or Luka Megurine, and english vocaloids like Sonika, Big Al, or Miriam. You can visit this link: vocaloid.wikia.com./wiki/Vocaloid_Wiki This is the link to Vocaloid Wiki. Here u can read more about the program and the characters.
