You may have heard about the recent study arguing that vitamins and supplements either did not improve health or may be actively harmful:  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:  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.