McKinsey this is a really good question. It is common to hear someone say if you feel a cold coming on to load up on vitamin C. Research has shown that by consuming approximately 200-300mg of vitamin C daily can fortify your immune system and help you fight infection (2). However when you use supplements to get your vitamin C it may or may not help. If your body is low on vitamin C and you supplement, this could really benefit and boost your immune system. While if you consume high amounts or megadoses of vitamin C (i.e. 2500mg) after you have consumed 200-300mg per day, it will not make any huge difference in your ability to fight infection (1). You see once your body gets the recommended daily dose of vitamin C, any additional consumption will not help your body. Your body says I do not need anymore and will urinate or excrete out the extra stuff it does not need.
References:
1) Blanchard J, Tozer TN, Rowland M. Pharmacokinetic perspectives on megadoses of ascorbic acid. Am J Clin Nutr. 1997;66(5):1165-71.
2) Pohanka M, Pejchal J, Snopkova S, et al. Ascorbic acid: an old player with a broad impact on body physiology including oxidative stress suppression and immunomodulation: a review. Mini Rev Med Chem. 2012;12(1):35-43.