This study might be promising: http://www.landmarkstudy.com/

"Usage patterns, health, and nutritional status of long-term multiple dietary supplement users: a cross-sectional study"

It was conducted by researchers from the University of California (Berkeley)

What about the case where someone has an otherwise undiagnosed vitamin deficiency? E.g. B12 supplements to combat the neurological effects (like depression, distractibility) of B12 deficiency?

Sure. Vitamins fix vitamin deficiencies. That's a special case, and it does not apply to the rest of us. In fact, too much vitamins can damage health.

You could argue that breathing more air improves heath ... because it works for people who are underwater.