Vitamins are a complete scam. They aren't even FDA regulated. After I read about their ineffectiveness and possible harm, I threw all of my bottles into the garbage can.
While there's a lot of placebo and less-than-truth-in-advertising regarding vitamins, they do make a difference to some people:
See gwern on vitamin D[0], which shows it's likely not a placebo, (n=1, of course, but coincides with a lot of not-quite-as-well-executed self experiments from other people)
Iron and/or vitamin B3 (Niacin) make a huge difference for RLS[1]; You'll find some peer reviewed reference for iron, mostly anecdotal for B3 (some better executed than others).
As a general rule, if you eat a variety of foods, some of which are grown naturally and not processed to death, and have decent exposure to the sun, then - no, you don't need vitamins. But among my peers it seems that this rather simple set of requirements is often not satisfied, and vitamin supplements are needed (usually B12, D, and Iron deficits are found for whoever does testing).
The one vitamin worth taking for anyone living in a northern climate is D, particularly if, like me, you don't consume a lot of dairy. Beyond that, I agree, vitamins are entirely unnecessary.
https://www.theatlantic.com/health/archive/2013/07/the-vitam...
The placebo effect is powerful.
I highly recommend reading Topol's "The Creative Destruction of Medicine" for more information.