Flexible Vignette
To create a non-destructive vignette, go to New Adjustment Layer → Levels.
Darken the image completely by, for example, setting the Highlights down
to 80. Now use the Brush tool with black color to paint the light center into
the layer mask. Instead of using a brush to paint the area, you could use the
Elliptical Marquee tool and fill the selection with black.
Adjustment Layer: Levels