Vitamin D shows a variety of pleiotropic activities which cannot be fully explained by the stimulation of classic pathway- and vitamin D receptor (VDR)-dependent transcriptional modulation. Thus, existence of rapid and nongenomic responses to vitamin D was suggested. An active form of vitamin D (calcitriol, 1,25(OH)2D3) is an essential regulator of calcium–phosphate homeostasis, and this process is tightly regulated by VDR genomic activity. However, it seems that early in evolution, the production of secosteroids (vitamin-D-like steroids) and their subsequent photodegradation served as a protective mechanism against ultraviolet radiation and oxidative stress. Consequently, direct cell-protective activities of vitamin D were proven. Furthermore, calcitriol triggers rapid calcium influx through epithelia and its uptake by a variety of cells. Subsequently, protein disulfide-isomerase A3 (PDIA3) was described as a membrane vitamin D receptor responsible for rapid nongenomic responses. Vitamin D was also found to stimulate a release of secondary massagers and modulate several intracellular processes—including cell cycle, proliferation, or immune responses—through wingless (WNT), sonic hedgehog (SSH), STAT1-3, or NF-kappaB pathways. Megalin and its coreceptor, cubilin, facilitate the import of vitamin D complex with vitamin-D-binding protein (DBP), and its involvement in rapid membrane responses was suggested. Vitamin D also directly and indirectly influences mitochondrial function, including fusion–fission, energy production, mitochondrial membrane potential, activity of ion channels, and apoptosis. Although mechanisms of the nongenomic responses to vitamin D are still not fully understood, in this review, their impact on physiology, pathology, and potential clinical applications will be discussed.