Corollary 3
Tag 08M3, permanent. Cite it as [Bourbaki, Tag 08M3].
Integration, chapter III, § 1. Measures on a locally compact space
— If is compact, the set of positive measures on such that is vaguely compact.
For, it is the intersection of the vaguely compact set (Cor. 2) of measures such that and the vaguely closed sets defined respectively by the relations and (No. 8, Cor. 2 of Prop. 10).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.