An ideal diet would include all the vitamins and minerals you need, including to sustain your unborn baby during the nine months of pregnancy. You will need proteins, carbohydrates and fats, and avoiding highly processed and sugar-rich foods. Fresh fruits and vegetables form the backbone of any good diet, combined with grains, legumes, and meat and dairy products for those who eat them. In alphabetical order, some of the basic vitamins and minerals you will need during pregnancy (and when you are not pregnant) are vitamin A and beta carotene, vitamin D, E, B1, B2, B3, B6, calcium, folic acid, iron, magnesium, potassium, protein, and zinc.
Some of these are readily available through a healthy diet, and in the case of vitamin D, trough sunlight. With vitamin A, you actually need to be careful you do not get too much. Others are less readily available through a normal diet, and may require supplementation. Most obstetricians feel strongly about pregnant women taking supplements, and may discuss this during prenatal appointments. You may not need this if you have an ideal diet but if you, like many people, don't, you could benefit from prenatal supplements.
Blood tests can help identify any deficiencies you may have. In any case, pregnant women will know very well by themselves whether they are enjoying a balanced and healthy diet, or need a little help from multivitamin supplements. If you have any specific questions, consulting a nutritionist as well as talking to your OB or midwife is a good idea, since they know more about nutrition than birth and prenatal care professionals.