I recently heard of a case of unexplained alopecia in a 5 year old child. The child was given vitamin D supplementation (I'm not sure if it was 1,000 or 2,000 units per day), on the assumption that like every other child in the northeast USA, the child was at risk of vitamin D deficiency. The alopecia disappeared in 3 months.
A quick review of the literature shows me no link between vitamin D deficiency per se and alopecia. However there is a syndrome of rickets with alopecia that occurs when people have a receptor mutation that makes them resistant to vitamin D. So there is some indirect evidence that low vitamin D states could cause alopecia.