"In medicine, we are primarily concerned with illness," says Dr. Steven Lamm, professor of medicine and the medical director of NYU Langone's Preston Robert Tisch Center for Men's Health. "But the public has a very strong desire to promote wellness. This has created a kind of void -- and things like vitamins and supplements have rushed to fill it."
According to Dr. Lamm, one reason for the lax regulation and testing that surrounds supplements is that the kind of trials necessary to "prove" a given drug works are insanely expensive. The only way to justify the cost would be to obtain a patent, giving the producer the right to exclusive sales, but you can't just go out and patent vitamin D.
Of course, there have been large studies conducted on vitamins' effectiveness, but results can be hazy at best, contradictory at worst, and rarely, if ever, demonstrate a causal link between a positive outcome and a vitamin supplement.