In an EOIR Newsletter, an article describes the difference in immigration consequences between a conviction vacated on a ground of legal invalidity, and one expunged solely for purposes of rehabilitation or to avoid immigration consequences:

The expungement of a record of conviction is [t]he removal of a conviction (esp. for a first offense) from a persons criminal record. Blacks Law Dictionary 621 (8th ed. 2004). A vacatur is [t]he act of annulling or setting aside [or a] rule or order by which a proceeding is vacated. Id. at 1546. In the immigration context, the difference between a vacatur and an expungement involves intent. Criminal courts typically expunge convictions in order to rehabilitate offenders or, in the case of noncitizens, to prevent negative immigration consequences. Criminal courts typically vacate convictions because the convictions are substantively defective, for example a due process or the right to counsel violations at trial. Accordingly, this article uses the term vacatur to mean removal of a conviction because of substantive defects in the conviction and uses the term expungement to mean removal of a conviction to rehabilitate or to prevent immigration consequences. Some courts use the terms vacatur and expungement differently, however, and some courts use entirely different terms to express these concepts. The Act is silent as to whether a criminal conviction that has been vacated or expunged has immigration consequences. The Attorney General, the Board, and, with one exception, the circuit courts of appeals have adopted the following rule: [I]f a court with jurisdiction vacates a conviction based on a defect in the underlying criminal proceedings, the respondent no longer has a conviction within the meaning of section 101(a) (48)(A). If, however, a court vacates [or expunges] a conviction for reasons unrelated to the merits of the underlying criminal proceedings, the respondent remains convicted for immigration purposes. Matter of Pickering, 23 I&N Dec. 621, 624 (BIA 2003) (footnote omitted). Accord Pickering v. Gonzales, 465 F.3d 263, 266 (6th Cir. 2006); Alim v. Gonzales, 446 F.3d 1239, 1248"49 (11th Cir. 2006); Pinho v. Gonzales, 432 F.3d 193, 215 (3d Cir. 2005); Cruz-Garza v. Ashcroft, 396 F.3d 1125, 1129 (10th Cir. 2005); Sandoval v. INS, 240 F.3d 577, 583 (7th Cir. 2001); Matter of Marroquin-Garcia, 23 I&N Dec. 705, 713 (A.G. 2005). The Fifth Circuit, by contrast, has held that convictions vacated for any reason, including substantive defects, retain their immigration consequences. Garcia-Maldonado v. Gonzales, 491 F.3d 284, 291 (5th Cir. 2007).

Josh Adams, Treatment of Criminal Convictions in the Immigration Context, 2 Immigration Law Advisor (October 2008) (emphasis in original), http://www.justice.gov/eoir/vll/ILA-Newsletter/ILA%20Vol%202/vol2no10.pdf.