When I was in Indiana we used the kill 'em traps. Caught one in such a way that he exsanguinated all over the place. Messy to clean up, but necessary.

Haven't had any out here yet, but I've been waging a Vole War. They don't come inside, though. I poison the little suckers' holes; most die underground. I'd live trap them and move them, but I'm really not into hantavirus (when I have to touch the l'il carcasses I wear disposable gloves).