Using a combination of the variation approximation and direct simulations, we consider the model of the light transmission in nonlinearly amplified bulk media, taking into account the localization of the gain, i.e., the linear loss shaped as a parabolic function of the transverse radius, with a minimum at the center. The balance of the transverse diffraction, self-focusing, gain, and the inhomogeneous loss provides for the hitherto elusive stabilization of vortex solitons, in a large zone of the parameter space. Adjacent to it, stability domains are found for several novel kinds of localized vortices, including spinning elliptically shaped ones, eccentric elliptic vortices which feature double rotation, spinning crescents, and breathing vortices.