am_Unition is spot-on. Vandenberg launches typically are for sun-synchronous polar orbits, so they launch south/southeast along the coast but over the ocean.
There's tons of 'range safety' work that goes on with these launches. There's an envelope that the rocket is approved to fly within on its way from the ground to space. Most flight termination systems are controlled by hand--a radio signal can be sent by mission control to remote-explode the rocket if it's deemed that its a risk to something on the ground. SpaceX is unique at the moment (as far as I know) in having an automated termination system that passes control of that termination decision to the rocket. You can read more here.
(as an aside, this photo was taken 300+ miles away from the launch site!)