Vitamin A and D are more problematic because they are fat-soluble and the excess can’t be flushed away in pee. Other vitamins, like vitamin C, are water-soluble so a little excess is not so bad, but IANAMD. http://www.medicinenet.com/script/main/art.asp?articlekey=10...
That only matters if the body cannot quickly flush or discard the things it doesn't need. It's probably different for each type of supplement. As a supporting example, it would be quite difficult to drink too much water as there's an easy mechanism to deal with it [1].
[1] Before anyone leaps on that statement, yes, I'm aware that it is possible to overdose on water. http://en.wikipedia.org/wiki/Water_intoxication