One of the biggest surprises to me when I was diagnosed with Celiac Disease is that gluten is often found in unlikely products like vitamins. I have always been good about taking vitamins, but it becomes even more important once you begin rebuilding your health and immune system from gluten related damage.
NatureMade makes a variety of gluten free vitamins (just be sure to verify on the label). NatureMade is easily found at common drug stores, Walmart and Target.
Many of the Vitamin Shoppe brand vitamins are gluten free.
Gluten Free Mall also sells the Pioneer Nutritional line of gluten free supplements: