In general the BEST way to get vitamins to your skin cells is to eat the vitamins and let your blood do it. I.e. this is much better than laying it ON your skin. Your blood system is how your body is set up to transfer vitamins and nutrients to your cells. You also need to drink a lot of water to help your blood and cells work well, bringing in nutrients and removing the wastes.

Your skin is set up to prevent foreign objects from getting in to your body. So the whole reason your skin exists is to prevent strange outside things from getting inside it.

Vitamin A
Also listed as Retinol and beta-carotene. Lack of vitamin A can lead to dry, rough skin. When eating vitamin A, be sure to have vitamin E with it, as A needs that fat in order to be used properly by your body.

Vitamin C
Anti-oxidant that is well known to help against colds. A well known symptom of lack of vitamin C is scurvy. Sailors would sail with lemons or limes to help prevent this. Most forms of vitamin C are not absorbed by the skin, and even L-Ascorbic Acid - the type which absorbs in small doses - oxidizes quickly.

Vitamin D
Vitamin D comes from sunlight - and people who don't get enough sunlight often suffer from illness because of that. They even suggest those people sit in front of sun lamps!

Vitamin E
Well known anti-oxidant and thought to help with scar healing - but other studies show it should only be taken in moderation. There are 8 different forms of Vitamin E - the synthetic form (which has a D,L in its name) is only half as powerful as the natural version. It is an incredibly important vitamin for your body health and should therefore be taken in proper doses daily, in vitamins, vs using tiny amounts in creams.

Studies I've read about say that spreading vitamin E on the outer layer of the skin does not equate to the benefits of vitamin E that you have taken orally.

Niacin
Niacin actually might be reasonably helpful coming in a lotion or mask - it helps to open up the blood vessels. This helps them deliver more nutrients to the skin cells. So you would want to take your normal vitamins through your mouth, then use a niacin lotion or mask to help your blood vessels open up and deliver those vitamins properly to the cells.