Most store brand vitamins and supplements are made in China. If the label doesn't tell you where it is made, then it is almost certainly there. Same goes for most over the counter medications.
There are brands which are made in the US, with others who make it in Canada or the EU. Any of those I would trust since the standards are pretty much the same, but not stuff made elsewhere. Read the label of visit the manufacturer's website to see where their products are made.
Sundown Naturals are made in the US as are most (but not all) GNC products. Schiff is another that mostly makes its products in the US. The popular Vitamin-C, Ester-C, is made in the US and they proudly say so on the box.http://www.sundownnaturals.com/http://www.schiffvitamins.com/http://www.gnc.com/home/index.jsp
I order mine from drugstore.com which is cheaper than buying local, no tax, free shipping on most orders, and they stock everything where as I have to go to multiple stores to find what I need.
I would advise everyone to buy only supplements, vitamins, and medication that is made in the US, Canada, the EU, and Israel (they have a very modern pharmaceutical industry) if at all possible.