Vim split bar styling

You'll need to edit your colorscheme. The highlight group is VertSplit.

If you want to get rid of the pipe characters you can set ctermbg and ctermfg to the same value.

Additional information on styling vertical split borders*:

*Taken from ib. answer below.

In order to get rid of | characters, one should rather change vertical separator using:

:set fillchars+=vert:\ 

(note the significant whitespace after the '\' character)

highlight VertSplit cterm=NONE