In vitro and animal studies indicate that vitamin D may have anti-cancer benefits, including against progression and metastasis, against a wide spectrum of cancers. Supporting an anti-cancer effect of vitamin D is the ability of many cells to convert 25(OH)D, the primary circulating form of vitamin D, into 1,25(OH)2D, the most active form of this vitamin. No epidemiologic studies have directly measured vitamin D concentrations or intakes on risk of total cancer incidence or mortality. However, higher rates of total cancer mortality in regions with less UV-B radiation, and among African-Americans and overweight and obese people, each associated with lower circulating vitamin D, are compatible with a benefit of vitamin D on mortality. In addition, poorer survival from cancer in individuals diagnosed in the months when vitamin D levels are lowest suggests a benefit of vitamin D against late stages of carcinogenesis. The only individual cancer sites that have been examined directly in relation to vitamin D status are colorectal, prostate and breast cancers. For breast cancer, some data are promising for a benefit from vitamin D but are far too sparse to support a conclusion. The evidence that higher 25(OH)D levels through increased sunlight exposure or dietary or supplement intake inhibit colorectal carcinogenesis is substantial. The biologic evidence for an anti-cancer role of 25(OH)D is also strong for prostate cancer, but the epidemiologic data have not been supportive. Although not entirely consistent, some studies suggest that higher circulating 1,25(OH)2D may be more important than 25(OH)D for protection against aggressive, poorly-differentiated prostate cancer. A possible explanation for these divergent results is that unlike colorectal tumors, prostate cancers lose the ability to hydroxylate 25(OH)D to 1,25(OH)2D, and thus may rely on the circulation as the main source of 1,25(OH)2D. The suppression of circulating 1,25(OH)2D levels by calcium intake could explain why higher calcium and milk intakes appear to increase risk of advanced prostate cancer. Given the potential benefits from vitamin D, further research should be a priority.