Vitamin D3 has many important health benefits. Unfortunately, these benefits are not widely known among health care personnel and the general public. As a result, most of the world’s population has serum 25-hydroxyvitamin D (25(OH)D) concentrations far below optimal values. This narrative review examines the evidence for the major causes of death including cardiovascular disease, hypertension, cancer, type 2 diabetes mellitus, and COVID-19 with regard to sub-optimal 25(OH)D concentrations. Evidence for the beneficial effects comes from a variety of approaches including ecological and observational studies, studies of mechanisms, and Mendelian randomization studies. Although randomized controlled trials (RCTs) are generally considered the strongest form of evidence for pharmaceutical drugs, the study designs and the conduct of RCTs performed for vitamin D have mostly been flawed for the following reasons: they have been based on vitamin D dose rather than on baseline and achieved 25(OH)D concentrations; they have involved participants with 25(OH)D concentrations above the population mean; they have given low vitamin D doses; and they have permitted other sources of vitamin D. Thus, the strongest evidence generally comes from the other types of studies. The general finding is that optimal 25(OH)D concentrations to support health and wellbeing are above 30 ng/mL (75 nmol/L) for cardiovascular disease and all-cause mortality rate, whereas the thresholds for several other outcomes appear to range up to 40 or 50 ng/mL. The most efficient way to achieve these concentrations is through vitamin D supplementation. Although additional studies are warranted, raising serum 25(OH)D concentrations to optimal concentrations will result in a significant reduction in preventable illness and death.