Self protection/baby. To some extent, pregnancy works to extract all the nutrients a fetus needs and send them across the placenta. Your body acts as the local supermarket supplying the goods. Your body can/does loose significant amounts of calcium and other nutrients in the process, The vitamins assure that baby will have what is not in your daily diet, but they also replenish what baby would take from your system,
Nutrition. Sometimes, especially in early pregnancy, nausea prevents women from taking adequate amounts of vitamins from diet alone. It is also very important to get enough Folic Acid (through taking the prenatal vitamin) to prevent birth defects. Some parts of prenatal vitamins may also be associated with supporting good brain development in the baby. Ask your doctor.