Indra is depicted brandishing a single-pointed Vajra. Brahma is holding a trident with the tips bent inward, a closed Vajra tip. An early Indian Buddhist stone sculpture A 12th Century Japanese Esoteric Buddhist scroll painting of Brahma on the right and Indra on the left by Takuma Shoga.
There are countless depictions of Buddhist deities brandishing Vajras from every school of Buddhism. You can purchase this wonderful book here: An excerpt from The Handbook of Tibetan Buddhist Symbols by Robert Beer.
In Tibetan art, the Vajra prongs can be closed or open, representing peace and wrath alternatively. The trident tips are usually curved inward, representing the Buddha symbolically bending the prongs of this ultimate weapon to turn it into a peaceful scepter. In Buddhist art (including that of India), the Vajra is very most often depicted as a hand held weapon that consists of a single handle with a trident on each side. In Vedic and Hindu art, the Vajra is depicted in many different ways including as a club, a sword or even a discus with a hole in the center. Tibetan's have an awesome custom of forging Vajras out of iron from meteorites! The Vajra has become an important symbol in Buddhist and Hindu art the world over. Lightning strikes more frequently in the Himalayas than almost anywhere else on earth (second only to central Africa), so it makes sense that the Vajra would spring up as such an important symbol in this region of the world. It appears regularly in Mahayana Buddhist art and is especially ubiquitous in Tibetan Buddhism, which falls under the Vajrayana School, which takes its name directly from the Vajra (“Vajrayana” literally means “The Thunderbolt Way”). The Vajra is one of the most wide spread Buddhist symbols. Awesome Hindu painting of Indra striking down Vritra with the Vajra, depicted here as a sword Wielding the Vajra, Indra struck down Vritra and restored water to the world. Thus Tvashtar, smith of the devas created the first Vajra from Dadhichi’s spine (some sources say his thigh bone or skull). In the quest to defeat Vritra, the great sage Dadhichi willingly gave up his life so that the devas could craft the ultimate weapons from his bones. This Asura had a specific boon (a wish granted by a god) where he could not be killed by any weapon forged of metal or wood, making him impervious to all known weapons and allowing him to take over Indra’s kingdom.
As you can see, he is strongly associated with Dragons. The Vajra is first mentioned in Indian Vedic texts (originating from 1700 BCE, predating Buddhism!), where it was wielded by Indra, king of the devas, to fight against the Asura, Vritra (often described as a dragon or serpent) who had swallowed up all the life giving waters of the world. In Sanskrit it means both thunderbolt and diamond and bears their symbolic properties as an unbreakable weapon that slices through any substance with irresistible force. The Vajra is an iconic symbol of Buddism, but not as well known in the West. In the earliest concept art released for the game, Asura is depicted standing ragged with his body pierced by various weapons adorned with Vajras.