From his latest special "Mr. Universe" (which you can get for $5 on his website DRM free if you want):
"Vitamins....they may be expensive but at least there's no proof they work. There's vitamins and then there's herbal supplements which are not FDA approved and to put that in perspective...the Twinkie is. I don't even know who herbal supplements are for...it's like 'Hey...if you're not wasting enough money on vitamins that don't work you should check out this stuff that's kind of the horoscope of vitamins.'"