I am not aware of any Ontology Enrichment tool able to read VCF files directly, but you can convert the file to BED (e.g. see this discussion in SeqAnswers), and then use GREAT from the Bejerano´s lab.

The advantage of GREAT is that it is designed for point positions and small regions, so it first gives you the list of the closests genes to each SNP, and then does an enrichment analysis on many databases.

I suspect that an alternative way to converting the VCF file to BED is to upload the VCF to the UCSC browser as a custom track, then go to the Tables function, and then select your custom track and send it to GREAT directly. However, this method also requires to convert the VCF to a VCF-tabix format (see the instructions here), so maybe it's not worth the effort.

The vcf2bed conversion script in BEDOPS can pull out single-nucleotide variants:

$ vcf2bed --snvs < foo.vcf > foo.snvs.bed

Once you have it in BED format, you can do all kinds of set and map operations with other BEDOPS tools.