Oreos weren't vegan for a while themselves actually. I know this because they were considered unkosher due to having Animal Fat in them, and thus we bought Hydrox, essentially the Kosher variation (which technically was made first, but who cares) instead. Mid-90s, that changed, and Oreos started using Vegetable Shortening or whatever instead, and have been doing that ever since.
Easy way to tell if junk food is vegan is if it's Kosher and lacks any milk products in it, often (well, and honey, I suppose.) Kosher symbols are usually a K, usually in some sort of symbol or shape, or a circled U. If it's kosher, then that means there's no meat products in it, so checking if it's Dairy is the logical next step.
Also, often there's a "D" or a "P" on the product too. "D" will mean Dairy, so obviously not Vegan. "P" means "Parve" which, in short, means "not Meat nor Dairy"; no, doesn't automatically mean Vegan because Fish is considered Parve too, though I don't think that really plays a role in junk food.
