Preheat oven to 350°F. Grease and flour a bundt pan or 9x5" loaf pan.
In a large mixing bowl, combine cake mix and pudding mix.
Add eggs, sour cream, melted butter, milk, and vanilla. Beat on low for 30 seconds, then increase to medium speed and beat for 2–3 minutes, until batter is thick and creamy. Stop the mixer and scrape the sides and bottom of the bowl. Mix on low until everything is incorporated.
Stop the mixer and pour into your prepared pan. Smooth the top.
Check with a toothpick at 45 minutes (See notes below) . It should come out with no crumbs or just a few moist crumbs. Cool in pan for 10–15 minutes, then remove and cool completely on a wire rack.