Fat-soluble vitamins are stored in the body. Because they can build up over long periods of time, it's possible to develop a toxicity from too much. This is very unlikely to happen from food consumption (or in the case of Vitamin D, exposure to sun), but could happen by consuming large amounts in "mega" vitamin pills.
Consuming fat (including fat-containing foods) with food aids in absorption of fat-soluble vitamins and phytonutrients, however only small amounts of fat are required for this purpose.

