The Nurses Health Study (N = 87,245) correlated high vitamin E with decreased major coronary events.
The Finnish Cancer Prevention Study (see The Effect of Vitamin E And Beta Carotene on the Incidence of Lung Cancer and Other Cancers in Male Smokers. N Engl J Med 1994 Apr 14;330(15):1029-1035. You can read this as a PubMed abstract or as an abstract on the NEJM's Web site.) failed to corroborate this, receiving great play in the news, but the latter study used doses below the levels suggested to be effective by the former.