We show that stable (3+1)-dimensional vector light bullets with ultraslow propagating velocity and extreme low generation power can be realized in a cold Rydberg atomic gas. They can also be actively controlled by using a nonuniform magnetic field; especially, trajectories of their two polarization components can have significant Stern-Gerlach deflections. The results obtained are useful for revealing the nonlocal nonlinear optical property of Rydberg media and for measuring weak magnetic fields.