Reports in the U.S. press and in the British Medical Journal find that much of what you take does more than erase deficiencies (Vitamin C is not just for preventing scurvy)—instead, it can give reduce your risk for heart disease and diabetes, give you more energy, and even help fight wrinkling and impotence!
But these same reports identify when too much is harmful: Smokers shouldn’t take supplemental beta carotene (it may actually promote lung cancer). No one should take more than 8000 IU of Vitamin A (it probably promotes hip fracture, at least in men), and more than 10000 IU has been associated with fetal damage. Chromium picolinate, though it affects blood glucose levels in diabetics, also causes DNA breakage in some people, and may well promote certain types of cancer, and should be avoided.
The list is long, but here is a great, independent source from the Expert Group on Vitamins and Minerals, based in the UK.