There are a lot of theories about why the U.S. Virgin Islands drives on the left, ranging from the islands not wanting to upset their sister British Virgin Islands, to once being a territory of Denmark. Here is the true story:
If you've ever been to the Virgin Islands, you know that they have very steep, mountainous hairpin-curved roads. Long before the invention of the automobile, the most efficient way to get up and down those steep hills was by donkey. For some reason, the donkeys indigenous to the Virgin Islands walk instinctively to the left of each other when passing one another in the opposite direction. Because of this, once automobiles were introduced on the islands, they had to pass a law that cars hade to drive to the left of the donkeys. As the years passed, more and more of the roads were paved, with the sharp hairpin curves graded for left-hand driving. It would simply have been too expensive to regrade all the roads for right-hand driving, much less having to worry about how many hundreds of head-on collisions would occur if a switchover was attempted.
The reason the vehicles have left-hand steering wheels is because the cars are imported into the islands via Miami. Since the Virgin Islands are a U.S. territory, there is no import duty levied to bring a car in from another state -- just the shipping costs & registration fees. Trying to bring right-hand drive cars from Europe would be a much more expensive proposition, and the car dealers on the island would not stand for the additional taxes, shipping, and duties involved.