When you list all vitamins on the market, you get a great opportunity to make some distinctions about which are important to learn about, and which you should just get from a daily multivitamin. As a result, this list is broken down into vitamins worth supplementing and vitamins to get from your daily multivitamin pill.
Vitamins to Supplement
These are the vitamins that have some reasonable science supporting supplementation beyond the RDA levels.
Vitamins C, D, and E have reasonable scientific evidence favoring their use. While supplement use should be done cautiously, the evidence also outweighs toxicity risks. In particular, vitamin E has drawn considerable criticism on the safety front.
Vitamins best left to the morning multivitamin
A major theme of this website is that more is not always better for vitamins. In fact, many vitamins have very real toxicity issues associated with them, and even can increase risk of cancer and other diseases if taken in excess. In this section, we list all vitamins that are probably better left to your morning multivitamin.
After reading the literature on the subject, I will come out and say that Vitamins A and K are not to be taken lightly. Both of these vitamins are toxic in high doses.
Additionally, the B vitamins, which include folic acid, pantothenic acid, riboflavin, thiamin, biotin, and vitamins B6 and B12 are from a different breed of vitamin. Unlike vitamin E for instance, these vitamins are biological cofactors with precise mechanisms of action. In general, more is not necessarily better.
There are some exceptions to this rule. For example, you can make a compelling case that vegans should supplement with B12, or that people with Parkinson's disease should take pantothenic acid. These are very specific issues. For an extensive write-up on b-vitamins, I would check out the LPI list all vitamins page.