It is now generally accepted that vitamin D deficiency is a worldwide health problem that affects not only musculoskeletal health but also a wide range of acute and chronic diseases. However, there remains cynicism about the lack of randomized controlled trials to support the association studies regarding the nonskeletal health benefits of vitamin D. This review was obtained by searching English-language studies in PubMed, MEDLINE, and the Cochrane Central Register of Controlled Trials and focuses on recent challenges regarding the definition of vitamin D deficiency and how to achieve optimal serum 25-hydroxyvitamin D concentrations from dietary sources, supplements, and sun exposure. The effect of vitamin D on fetal programming epigenetics and gene regulation could potentially explain why vitamin D has been reported to have such wide-ranging health benefits throughout life. There is potentially a great upside to increasing the vitamin D status of children and adults worldwide for improving musculoskeletal health and reducing the risk of chronic illnesses, including some cancers, autoimmune diseases, infectious diseases, type 2 diabetes mellitus, neurocognitive disorders, and mortality.