We all know about the story of Cubone seeking closure by wearing its mother's Skull, but what about Vullaby?
I'm pretty sure vullaby isn't wearing a skull. That thing its wearing is its diaper. Hence the name ''the diapered Pokémon''. It's diaper is made from bones gathered by mandibuzz.
As the time approaches for it to evolve, it discards the bones it was wearing.
Taken from the Alpha Sapphire pokedex entry:
They guard their posteriors with bones that were gathered by Mandibuzz.
So nothing in particular, just what ever it's mother finds.
If I were to have a best guess, it would be the Vullaby's mother. Or it could be from it's prey, as of course it is a vulture.