Do vitamins and supplements really work?

I have been taking probiotic multivitamins, vitamin c and zinc(to improve my immune system) and digestive enzymes( to improve my digestion and immune support) for almost a year now and I am starting to think I am throwing my money away buying them. While I have seen numerous positive results in changing my diet to fresh fruit and vegetables, I have yet to see exactly what benefits I get from expensive vitamins and supplements.In fact,while I was eating junk food I rarely got the flu or a cold or when I did it would last 2 seconds and I rarely,if ever had to stay in bed because of it.But in December I got hit with a bad stint of flu that meant I couldn't leave my bed for at least 4 days.(cold chills,fever,and an aching body etc..).I didn't take any meds, but took in steam(very helpful for a congested nose) and just ate well as usual and drank plenty of fluids and allowed the body to do it's work and heal.A few days later, as I was about to feel better I got the flu again but with lighter symptoms that healed faster, but I have experienced this several times over since December.It seems like the body might be catching various strains of viruses and strengthing itself each time, but it makes me wonder, shouldn't the benefits of the costly vitamins and supplements be doing it's job during this time? Do they really work and are they really necessary? As I am thinking of stop using them as a balanced and varied healthy diet should be enough, no?