There are two kinds of Supplements: Food Supplements and non-food Supplements.
Food SupplementsPossess caloric values. They are basically food in a powdered form; Whey protein, Meal Remplacement Powders, Post-Workout Carbs (Maltodextrin) , EFA's (Flaxseed is a popular one),... Quite popular with anyone wanting to gain Lean Mass, taken along with proper training and nutrition. They can be useful of the superior nutritional profiles and convenience.
Non-Food SupplementsDo not any or very little caloric value. They do however have an influence on the metabolism; vitamins and minerals, Creatine (increases athletic performances), ZMA (support Testosterone production), Ginseng, Herbal teas,.. to name a few.
Although peer-reviewed litterature supports some of theses claims, they are careful to mention that "theses statements have not been evaluated by the Food and Drug Administration. Theses products are not intended to diagnose, treat, cure or prevent any disease." The industry has taken them to extremes, leading to a goverment intervention. One famous example is Weider Health and Fitness. In the mid-80's,
They have claimed that theirs products w...ine to the FTC. Problem is, historically, goverments have a tendency of using chainsaws to cut the fat (War on Drugs).