I believe cats, like humans, that eat a complete and balanced meal don't need vitamins.
However, if your cat is kinda picky (like mine!) and doesn't always eat a full meal everyday (or if what you feed him isn't complete and balanced), then I like to supplement a bit to make sure he's getting enough of the stuff he needs. For this reason, I like Vitakitty treats. It's not a multi-vitamin, but it does give some extra vitamin A & E, and contains flaxseed which has Omega 3's and Vitamin B and a bunch of other good nutrients/minerals (calcium, thiamine) that are good for cats. Do not give too many in a day (there are recommended serving sizes listed on the package), as vitamin A is fat-soluble and toxic at high levels -- but one or two a day is fine, especially when he's being finicky about his food!
In doing some research online, I found a product called "Kitzyme Conditioning Tablets
" -- it seems to be a vitamin product sold in the UK for cats, marketed as a cat multi-vitamin/dietary supplement. Unfortunately, I don't know too much about it, and I can't seem to find a list of ingredients anywhere. It doesn't look like it's sold in the U.S.
One VERY important ingredient cats need is Taurine. Raw chicken hearts are a great source of taurine. I like to give Tonka chicken hearts a couple times a week, chopped up in his wet food he doesn't know the difference!