The only way to gain weight properly is by increasing your calorie intake while still watching what you eat. Vitamins won't make you gain weight but they will help support muscle and bone health, which is beneficial to healthfully gain weight.
Go to the nutrition part of your grocery store there are many supplements that are healthy that can help you can weight. Usually they are shakes that you can make to help you gain some weight.
A multivitamin will give you the nutrients you need. Protein and mineral supplements are also good choices. Basically any type of vitamin that will give you all of your daily needs will help you to gain weight. But the truth is if you take a multiviatamin plus eat very healthy you should be at a normal and healthy weight.
There are no vitamins that do this, but you can gain weight in a healthy way by drinking protein shakes, or eating higher amounts of foods that provide healthy unsaturated fats, such as salmon or almonds.
I don't know if there are any vitamins that will help you gain weight, but I do know at GNC they sell this stuff called weight gainer. It will help you gain weight.