The most important vitamins for hair loss are the B group (B6, biotin, and folate for slowing loss, and pantothenic acid and niacin for promoting hair growth). You can get B vitamins through diet as well, by eating such foods as beans, peas, carrots, cauliflower, soybeans, bran, nuts, and eggs.
As far as supplements go, the extract of the berries of the saw palmetto shrub and the oil in avocados may slow hair loss and promote hair growth by preventing follicle-killing DHT (dihydrotestosterone) from binding to receptor sites at the hair follicles. These supplements are controversial, however, and there are few studies that show their effectiveness. There is also some evidence that the amino acid L-lysine (at 500 to 1,000 mg) can help hair grow thicker, although this hasn't been tested in humans; sheep grew thicker coats after being given L-lysine, so some speculate that taking the amino acid could make people a bit woollier too.
Find out more about this book:YOU: Being Beautiful: The Owner's Manual to Inner and Outer Beauty