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. 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 an…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. 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. The first postmaster was William J. Chambers.