During the Second World War the government was apparently concerned that the Germans might target Vauxhall Bridge and so a temporary bridge known as Millbank Bridge was built 200 yards downstream by the Tate Museum.
According to Wikipedia:
Millbank Bridge was built of steel girders supported by wooden stakes; however, despite its flimsy appearance it was a sturdy structure, capable of supporting tanks and other heavy military equipment. In the event, Vauxhall Bridge survived the war undamaged, and in 1948 Millbank Bridge was dismantled. Its girders were shipped to Northern Rhodesia and used to span a tributary of the Zambezi.
You can see a Pathé video of the bridge being dismantled in 1948 here.
With thanks to Andrew Orange at Tradescant Road and South Lambeth for his information.