This is a really complex area as there are a lack of studies to back up most of the claims. With supplements not needing to follow the same criteria as prescription drugs, it gets even trickier. Factor in that everyone’s diet is slightly different, there are many different variables at play.
As a general rule, getting as much nutrition in through a well constructed diet is still going to be best. An example is Vit C, which the body metabolized to oxalate and excretes in the urine, has been linked to calcium oxalate kidney stones. However this risk is greatest when taken as a supplement and seems to be minimized if the Vit C is taken as part of regular food (eg. oranges).
Vit D has been a focus over the past 10 years or so as there are many individuals who are low, especially during the winter months when sun exposure is reduced. In addition, dairy intake is down and Vit D was often obtained in the diet by drinking milk that was fortified with it. When Vit D is low, the body responds by raising PTH (parathyroid hormone) and this can lead to other issues including increased bone breakdown. Therefore replacing it to normal physiologic levels seems to make sense. There was a trend for supra-physiologic replacement but this has fallen out of favor.