A review of 67 studies involving 230000+ people found that the vitamin supplements mayn't cut risk of dying. Even more, some supplements may increase mortality.
The study examines effect of Vitamin A, Vitamin C, Vitamin E and selenium intake with varying doses.

The study found that Vitamin A, Vitamin E and beta-carotene increases death risk. Vitamin C and selenium seem to not affect death risk.
Also Vitamin C is reported to not increase longevity.

Researchers: High doses of vitamin E linked to higher risk of lung cancer.

The study of 77000 people: long-term taking 400 mg/day increased lung cancer risk by 28%. Taking beta-carotete can lead same risk.

... Vitamin E is known to be an antioxidant - protecting cells from molecules called free radicals.

But the US researchers speculate that, in high doses, it may also act as a pro-oxidant - causing oxidation and therefore damage to cells. ...

Six-year vitamin E supplementation increased tuberculosis risk by 72% in male smokers who had high dietary vitamin C intake, but vitamin E had no effect on those who had low dietary vitamin C intake, according to a study published in the British Journal of Nutrition.

(Source: http://www.sciencedaily.com/releases/2008/02/080221101425.htm)

Vitamin E and ?-carotene affect the immune function and might influence the predisposition of man to infections.