This is a narrative review of the evidence supporting vitamin D’s anticancer actions. The first section reviews the findings from ecological studies of cancer with respect to indices of solar radiation, which found a reduced risk of incidence and mortality for approximately 23 types of cancer. Meta-analyses of observational studies reported the inverse correlations of serum 25-hydroxyvitamin D [25(OH)D] with the incidence of 12 types of cancer. Case-control studies with a 25(OH)D concentration measured near the time of cancer diagnosis are stronger than nested case-control and cohort studies as long follow-up times reduce the correlations due to changes in 25(OH)D with time. There is no evidence that undiagnosed cancer reduces 25(OH)D concentrations unless the cancer is at a very advanced stage. Meta-analyses of cancer incidence with respect to dietary intake have had limited success due to the low amount of vitamin D in most diets. An analysis of 25(OH)D-cancer incidence rates suggests that achieving 80 ng/mL vs. 10 ng/mL would reduce cancer incidence rates by 70 ± 10%. Clinical trials have provided limited support for the UVB-vitamin D-cancer hypothesis due to poor design and execution. In recent decades, many experimental studies in cultured cells and animal models have described a wide range of anticancer effects of vitamin D compounds. This paper will review studies showing the inhibition of tumor cell proliferation, dedifferentiation, and invasion together with the sensitization to proapoptotic agents. Moreover, 1,25-(OH)2D3 and other vitamin D receptor agonists modulate the biology of several types of stromal cells such as fibroblasts, endothelial and immune cells in a way that interferes the apparition of metastases. In sum, the available mechanistic data support the global protective action of vitamin D against several important types of cancer.