Any kind of multi-vitamin will help, but there are supplements out there that you can feed for building a stronger immune system. Horse Supplement, Horse Supplements, Feed Supplement - Global Herbs
Those guys have some stuff called ImmuPlus and I had a friend who used it and swears by it.
I personally allow them to build their immune systems by themselves. We vaccinate for only the most important. Otherwise if they get sick, they'll build an immunity to that and over time will have stronger immune systems.