Depends on the vitamin.

Many are water soluble and so any excess in the body is peed out by the end of the day and so all tests are useless. Fortunately you typically get more than enough as part of a typical balanced diet and so you shouldn't need to supplement in the first place if you are eating well. Though it is almost impossible to overdose so if it makes you feel good there is no harm in making the vitamin companies rich.

The rest you can get blood tests. In general it isn't worth testing unless your doctor suspects something is wrong though. Just eat a healthy diet and get plenty of exercise and you will mostly be fine. Maybe take some vitamin D in winter, but ask your doctor (my doctor told me vitamin d in winter so that is what I do)