Vulgarity is a common linguistic expression and is used to perform several linguistic functions. Understanding their usage can aid both linguistic and psychological phenomena as well as benefit downstream natural language processing applications such as sentiment analysis. This study performs a large-scale, data-driven empirical analysis of vulgar words using social media data. We analyze the socio-cultural and pragmatic aspects of vulgarity using tweets from users with known demographics. Further, we collect sentiment ratings for vulgar tweets to study the relationship between the use of vulgar words and perceived sentiment and show that explicitly modeling vulgar words can boost sentiment analysis performance.