I looked into that when I was told to take 2,000 IU daily, since I had no idea what an IU of vitamin D involved. A web search said that people who were taking megadoses of vitamin D, which was mislabeled and actually 10 times stronger than what they thought they were getting, started developing problems in a month or so.
It's available right off the shelf. As long as people aren't taking an entire bottle all at once, it seems pretty safe to me. (Disclaimer: Dammit Jim, I'm a software engineer, not a doctor.)