Setting up sympa with virtual hosts in an environment using exim requires some small modifications:

The described setup works with Debian Wheezy.

Basic Setup

Installed packages: sympa, apache2-mpm-prefork, exim4-daemon-heavy

Configure Sympa for FastCGI in /etc/sympa/wwsympa.conf

use_fast_cgi 1

Configure Exim

Add exim to the sympa group

adduser Debian-exim sympa

Configure pipe transport in /etc/exim4/conf.d/main/02_exim4-config_options

.ifndef SYSTEM_ALIASES_PIPE_TRANSPORT
SYSTEM_ALIASES_PIPE_TRANSPORT = address_pipe
endif

Create sympa router in /etc/exim4/conf.d/router/100_sympa

## sympa user
main_sympa_aliases:
  debug_print = "R: sympa_aliases for $local_p...@$domain"
  driver = accept
  domains = INSERT_PRIMARY_SYMPA_DOMAINNAME_HERE
  local_parts = sympa : listmaster
  transport = sympa_direct_transport
  no_more

generic_sympa_aliases:
  debug_print = "R: sympa_aliases for $local_p...@$domain"
  driver = accept
  require_files = /var/lib/sympa/list_data/$domain
  local_parts = sympa : listmaster
  transport = generic_sympa_direct_transport
  no_more

# Lists
main_sympa_owner_router:
  driver = accept
  domains = INSERT_PRIMARY_SYMPA_DOMAINNAME_HERE
  require_files = /var/lib/sympa/list_data/$local_part
  local_part_suffix = -owner
  transport = sympa_owner_transport

main_sympa_router:
  driver = accept
  domains = INSERT_PRIMARY_SYMPA_DOMAINNAME_HERE
  require_files = /var/lib/sympa/list_data/$local_part
  local_part_suffix_optional
  local_part_suffix = -bounces : -bounces+* : -editor : \
                      -confirm+* : -join : -leave : \
                      -request : -admin : -subscribe : -unsubscribe
  transport = sympa_transport

generic_sympa_owner_router:
  driver = accept
  require_files = /var/lib/sympa/list_data/$domain/$local_part
  local_part_suffix = -owner
  transport = sympa_owner_transport

generic_sympa_router:
  driver = accept
  require_files = /var/lib/sympa/list_data/$domain/$local_part
  local_part_suffix_optional
  local_part_suffix = -bounces : -bounces+* : -editor : \
                      -confirm+* : -join : -leave : \
                      -request : -admin : -subscribe : -unsubscribe
  transport = sympa_transport

Create sympa transports in /etc/exim4/conf.d/transport/30_sympa

sympa_owner_transport:
  driver = pipe
  command = /usr/lib/sympa/bin/bouncequeue $local_part@$domain      
  user = sympa

sympa_transport:
  driver = pipe
  command = /usr/lib/sympa/bin/queue ${local_part}${local_part_suffix}\@$domain     
  user = sympa

sympa_direct_transport:
  driver = pipe
  command = /usr/lib/sympa/bin/queue sympa
  user = sympa

generic_sympa_direct_transport:
  driver = pipe
  command = /usr/lib/sympa/bin/queue sympa@$domain
  user = sympa

Configure exim4 with dpkg-reconfigure exim4-config and select the splitted config template.

Setting up a virtual host

Configure a virtual host in Sympa

su sympa -c 'mkdir /etc/sympa/DOMAIN'
su sympa -c 'touch /etc/sympa/DOMAIN/robot.conf' 
su sympa -c 'mkdir /var/lib/sympa/list_data/DOMAIN'
Config robot.conf:
http_host DOMAIN/wws
wwsympa_url http://DOMAIN/wws

Restart sympa

Configure exim

Configure exim4 with dpkg-reconfigure exim4-config and add DOMAIN to the local domains.