All the vitamins are essential. You must get ALL of them.
2 main groups of vitamins are:
A) water soluble vitamins
B) fat soluble vitamins
Now, here is the list of vitamins, and their sources, as well as conditions that you get if you don’t get vitamins.

Fat soluble vitamins:

Vitamin A (retinol, carotenoids, beta carotene): Liver, orange, ripe yellow fruits, leafy vegetables, carrots, pumpkin, squash, spinach, fish, soy milk, milk. Deficiency: Night-blindness, Hyperkeratosis, and Keratomalacia; Overdose: Hypervitaminosis A

Vitamin D (cholecalciferol and ergocalfiferol): Fish, eggs, liver, mushrooms; exposure to sunlight Deficiency: Rickets and Osteomalacia; Overdose: Hypervitaminosis D – it’s important to note than in general population many people have subclinical deficiency of Vitamin D. Especially in winter months it might be a good idea to take some supplements.

Vitamin E (tocopherols): Many fruits and vegetables, nuts and seeds; Deficiency: Deficiency is very rare; sterility in males and abortions in females, mild hemolytic anemia in newborn infants. Overdose: increased congestive heart failure seen in one large randomized study.

Vitamin K (phylloquinone, menaquinones): Leafy green vegetables such as spinach, egg yolks, liver; Deficiency: Bleeding diathesis. Overdose: Increases coagulation in patients taking warfarin.

Water soluble vitamins

Vitamin B1 (Thiamine): Pork, oatmeal, brown rice, vegetables, potatoes, liver, eggs. Deficiency: Beriberi, Wernicke-Korsakoff syndrome. Overdose: Drowsiness or muscle relaxation with large doses.

Vitamin B2 (Riboflavin): Dairy products, bananas, popcorn, green beans, asparagus; Deficiency: Ariboflavinosis, Glossitis, Angular stomatitis. Overdose: unknown

Vitamin B3 (Niacine, Niacinamide): Meat, fish, eggs, many vegetables, mushrooms, tree nuts; Deficiency: Pellagra; Overdose: Liver damage (doses > 2g/day) and other problems

Vitamin B5 (Panthotenic acid): Meat, broccoli, avocados; Deficiency: Paresthesia; Overdose: Diarrhea; possibly nausea and heartburn

Vitamin B6 (Pyridoxin): Meat, vegetables, tree nuts, bananas. Deficiency: Anemia, peripheral neuropathy. Overdose: Impairment of proprioception, nerve damage (doses > 100 mg/day)

Vitamin B7 (Biotin): Raw egg yolk, liver, peanuts, leafy green vegetables; Deficiency: Dermatitis, enteritis; Overdose: unknown

Vitamin B9 (Folic acid): Leafy vegetables, pasta, bread, cereal, liver. Deficiency: Megaloblastic anemia and Deficiency during pregnancy is associated with birth defects, such as neural tube defects. Overdose: May mask symptoms of vitamin B12 deficiency (risk for vegans); other effects.

Vitamin B12 (Cyanocobalamin): Meat and other animal products; Deficiency: Vitamin B12 deficiency can potentially cause severe and irreversible damage, especially to the brain and nervous system. At levels only slightly lower than normal, a range of symptoms such as fatigue, depression, and poor memory may be experienced. Vitamin B12 deficiency can also cause symptoms of mania and psychosis. Overdose: Acne-like rash [causality is not conclusively established].

Vitamin C (ascorbic acid): Many fruits and vegetables, liver. Deficiency: Scurvy; Overdose: Vitamic C megadosage