Volga is an unincorporated community in Smyrna Township, Jefferson County, Indiana. The name's origin is not known with certainty, but is believed to have been adopted from Volga in Russia. There were no Russian settlers in the area so the reason is not known.Volga was not platted as a town and was never separately enumerated in federal censuses. It was defined primarily by the existence of a post office and a school. The post office operated from May 29, 1856 until July 14, 1904.