In general, for healthy non-pregnant individuals, synthetic vitamins are:
- Unnecessary, until you have a balanced mixed diet
- Less efficient than vitamins naturally present in foods, because they do not come with all additional beneficial nutrients found in foods
Source: Office of Dietary Supplements
UPDATE: Some, but not all, studies have found associations between long-term vitamin supplements intake and harmful effects, but the cause-effect relationships have been not clearly established.
According to one 2011 study, vitamin E supplements significantly increase the risk of prostate cancer among healthy men.
Another 2011 study: In older women, several commonly used dietary vitamin and mineral supplements may be associated with increased total mortality risk; this association is strongest with supplemental iron.
A 2013 systematic review: Supplementation with multivitamins does not appear to increase all-cause mortality or cancer or cardiovascular incidence or mortality.
A 2016 review: Taking supplements of vitamin E, A, C, D, and folic acid for prevention of disease or cancer is not always effective, and can even be harmful to the health.
Chemically, the synthetic and natural vitamins are the same. Some synthetic vitamins can come in the form of salts, such as thiamin mononitrate or sodium ascorbate; I have no information about side effects of such vitamin formulations.