Vonn led after the first run at Are and then held on to win the event in a combined time of 2 minutes, 28 seconds, 48/100ths of a second faster than Federica Brignone of Italy.
Germany's Viktoria Rebensburg placed third in 2:29.05.
Vonn's victory gave her a 554-point lead over Slovenia's Tina Maze, who finished sixth, in the overall standings
Her fourth overall title broke the previous American record of three held by Phil Mahre.
Austrian Annemarie Moser-Proell holds the World Cup overall title record with six.
"I just wanted to have two really aggressive runs today," Vonn said. "I had nothing to lose. I'm just having fun."
Five races remain on the World Cup calendar.