После долгих экспериментов я узнал, как это сделать:
var sitePoints = [];
var siteStyle = {
// style_definition
};
var epsg4326 = new OpenLayers.Projection("EPSG:4326");
for (var i in coordinates) {
var coord = coordinates[i];
var point = new OpenLayers.Geometry.Point(coord.lng, coord.lat);
// transform from WGS 1984 to Spherical Mercator
point.transform(epsg4326, map.getProjectionObject());
sitePoints.push(point);
}
sitePoints.push(sitePoints[0]);
var linearRing = new OpenLayers.Geometry.LinearRing(sitePoints);
var geometry = new OpenLayers.Geometry.Polygon([linearRing]);
var polygonFeature = new OpenLayers.Feature.Vector(geometry, null, siteStyle);
vectors.addFeatures([polygonFeature]);