The Argentina-based trio completed Gerardo Martino's 22-man party for the October friendlies.
Martino named 19 foreign players last week in a selection highlighted by the inclusion of eight Premier League-based members and the absence of in-form Juventus striker Carlos Tevez.
Tevez has not made an international appearance since their quarter-final exit at the 2011 Copa America.
Midfielder Gago – who plays for Boca Juniors – was involved in Argentina's World Cup squad earlier this year. Argentina lost the 2014 final to Germany in extra time.
River Plate left-back Vangioni and Marchesin, goalkeeper at Lanus, have also been added.
Martino's first match in charge saw Argentina defeat Germany 4-2 in a friendly in Dusseldorf.
The two friendlies will continue Argentina's preparations for the 2015 Copa America as they attempt to win the title for the first time since 1993.
Full Argentina squad:
Nahuel Guzman (Tigres UANL), Agustin Marchesin (Lanus), Sergio Romero (Sampdoria); Martin Demichelis (Manchester City), Federico Fernandez (Swansea City), Mateo Musacchio (Villarreal), Marcos Rojo (Manchester United), Leonel Vangioni (River Plate), Santiago Vergini (Sunderland), Pablo Zabaleta (Manchester City); Lucas Biglia (Lazio), Angel di Maria (Manchester United), Fernando Gago (Boca Juniors), Nicolas Gaitan (Benfica), Erik Lamela (Tottenham), Javier Mascherano (Barcelona), Javier Pastore (PSG), Roberto Pereyra (Juventus), Enzo Perez (Benfica); Sergio Aguero (Manchester City), Gonzalo Higuain (Napoli), Lionel Messi (Barcelona)
