A study published on May 6th, has produced optimism that vitamin D may help to prevent serious infections of the COVID-19 virus. Researchers from the UK have compiled data on the incidence of COVID-19 infections and correlated it to the blood levels of vitamin D in people from 20 European nations. The results show that as vitamin D serum levels increase, the incidence of infection decreases.(1) 

They found the same decrease when they looked at the mortality rate.

They also found that in countries that were hit particularly hard by the virus, the population had, on the average, lower levels of vitamin D. For instance, in Italy the average is 28 nmol/L, whereas in the Nordic countries, which fared much better, the average is 45 nmol/L.(3)

It is also worth noting that in the institutionalized elderly, which are at high risk of COVID-19 infection, vitamin D levels are severely reduced, with 75% of them showing levels of <25 nmol/L. 

In 2017, Martineau et al  published a meta-analysis showing that vitamin D supplementation can be effective in preventing respiratory infections in general. They concluded, "Vitamin D supplementation was safe and it protected against acute respiratory tract infection overall."(2)
Vitamin D has been known to trigger a heightened immune response by releasing substances, such as antimicrobial peptides. In addition, vitamin D also modulates the macrophages' response, preventing them from releasing too many inflammatory cytokines and chemokines, which can lead to acute respiratory distress. 

Hopefully, more studies will verify this simple, yet promising way to control the severity of CCOVID-19 infections. 

Ref: 1, 2, 3