You may have heard about the recent study arguing that vitamins and supplements either did not improve health or may be actively harmful: http://www.thirdage.com/news/vitamin-supplements-taken-daily-can-be-risky-two-independent-studies-suggest_10-18-2011?page=1. This study states that a series of questionnaires showed increased mortality from all causes correlated with an increased vitamin and supplement intake.
An excellent rebuttal appears here: http://www.thorne.com/media/pdfs/AIM_Study_Rebuttal.pdf. To sum up: correlation and causation are not the same thing. Supplement intake may increase as a result of other serious diagnoses. There were also a number of other flaws in the design of the study which renders the conclusions suspect.