The infants received different vitamins (by mouth, feeding tube, injection, or intravenously) as single doses or for 1 to 8 weeks during their initial hospital stay.

Vitamin A reduced the risk of sepsis by 12%.
Vitamin A reduced the risk of retinopathy of prematurity by 23%, and vitamin E reduced it by 90%.
Vitamin D reduced the risk of a chronic lung disease of prematurity by 42%, and vitamin C reduced it by 41%.
Vitamin E reduced the risk of bleeding in the brain by 30%.

Neither vitamin A nor vitamin D improved survival without serious long-term brain, movement, vision, or hearing problems.

The overall quality of evidence was mostly very low.

Do vitamins help very preterm infants? Original paper