The Composer-managed vendor directory has been removed from the Drupal core git repository for the 8.1.x and 8.2.x branches. (This change was previously committed, but rolled back due to rate limits on Github affecting composer installation. Those limits have since been lifted, so we have recommitted the change.)

There will not be any changes for people downloading Drupal 8 from Drupal.org. The Drupal.org packager will add dependencies to zip and tar packages.

If you're not using zip / tar files, e.g. when using a git clone, run composer install to get dependencies. See https://www.drupal.org/documentation/install/download#git for instructions.

For background information, see the change record for this change and the related Drupal 8 core issue.