You should typically only receive vaccinations for which the risk of the disease is higher than the risk of the vaccine.
All vaccines carry some risk - albeit small.
For example, for the flu vaccine, there is a small incidence of patients who can get Guillain-Barre syndrome which causes an ascending paralysis. As a result, if you lived in an area that never got influenza - this likely not be of benefit. Fortunately, or unfortunately, the risk of flu and the side effects of flu are much higher than the risk of the vaccine - thus the cost benefit suggests it is worth it.
Some vaccines, like the Smallpox vaccine, have been retired because the disease has been eradicated. Some older people you might know (including this author) still have the scars on their arms from childhood from the multiple pinpricks necessary to administer the vaccine. This vaccine is one example of a likely unnecessary vaccine to take.
Polio is almost eradicated as well - so it may be just a few years before that vaccine will be unnecessary.
That said, most vaccines have been created for diseases for which the risk of exposure exists - and taking those vaccines for anything to which you face a risk of exposure can easily outweigh any risks of the vaccine.