Why do vaccines cause your arm to hurt?
When you get a shot for a vaccine (for example, the annual flu vaccine), the nurse frequently indicates that your arm will ache for a day or two, maybe more. This ache is typically not just a pain from having your skin punctured, but is actually an ache of the entire arm.
What mechanism causes the entire arm to ache from a vaccine? Why doesn't that ache extend to other parts of the body, like the hands or the shoulders? Why do non-vaccine arm punctures (such as drawing blood, injecting drugs) not cause the ache?
I would also say local inflammation. Since vaccines are designed to trigger an immune response, and inflammation is one of the initial mechanisms of the Innate response, it would make sense.
Vaccines contain adjuvants. They are designed to enhance the immune response, which means creating something like an inflammatory response.
The goal of the vaccine is to provoke an immune response, therefore some degree of inflammation is expected in order for the vaccine to work. As swbarnes2 says, vaccines contain adjuvants, pro-inflammatory molecules that produces local inflammation and recruits immune cells to the site of the inoculation.
Since you get the shot intramuscularily, intradermally or subcutaneously, it is local, and the inflammation does not spread. The reason why your whole arm seems to hurt (rather than the place where the vaccine was deposited) is, I think, that where you got your shot, you have not many pain receptors, and your brain is not able to determine the pain source very exactly.