The Copenhagen team reviewed more than 815 clinical trials into the benefits of vitamins A, E, and C, alongside beta-carotene and selenium – all commonly-used supplements. They selected 68 whose methods were more likely to produce an accurate picture of vitamin benefits … [and] eliminated a further 21 trials which had a slightly higher possibility of producing a skewed result, … While the risk of death was unchanged among selenium and vitamin C users, a statistically significant increase in risk emerged for the other three supplements. Beta-carotene produced an approximate 7% increased risk, vitamin E a 4% increase and vitamin A, a 16% increase.
More here.
I posted an explanation of why this study was complete garbage about a year ago, here.
Short explanation: They used linear regression to fit curved data. The mean values of vitamin A and E in their study were dosages already known to be toxic. They included people taking up to 10 times that much. Some of them died. The authors concluded that taking any amount of vitamins is dangerous.
You could do the same study with water, or oxygen, or vegetables, and you would get the same results. Anything kills you in large enough doses. That doesn't mean small amounts are harmful.
Of course, even with all the information, you still cannot be sure of what to do. You may know all the statistics, but still not know how the presence or absence of the supplements will affect you, with your individual physiology.
But unless you have reason to believe you're atypical in some specific way that would predictably change the effect of the supplements, you should act as if the statistics apply to you.
(BTW, names appear below comments. The comment about sight was from Larry Sheldon. And it is a very good point.)