Combine sugar, syrup, water, and salt in a small Dutch oven, stirring well; cook over low heat, stirring constantly, until sugar dissolves. Cover and cook over medium heat 2 to 3 minutes to wash down sugar crystals from sides of pan. Uncover and cook, without stirring, until mixture reaches soft ball stage (240°).
Beat egg whites (at room temperature) in a large mixing bowl until stiff peaks form. Gradually add half of hot syrup in a thin, steady stream, beating constantly at high speed of an electric mixer.
Cook remaining hot syrup, without stirring, until mixture reaches firm ball stage (248°). Gradually pour in a thin, steady stream over egg white mixture, beating constantly at high speed of electric mixer. Add coffee and vanilla; continue beating until mixture loses its gloss and holds its shape. Stir in chopped walnuts.
Drop mixture by tablespoonfuls onto waxed paper. Cool completely. Store in airtight containers in a cool place.