Initial Posting: 11/15/2017    Last Update: 6/23/2018
Answer: Iron from a supplement, like a multivitamin, is important for those who are most likely to be deficient in iron: women who have not gone through menopause (particularly pregnant women) and children. Men are least likely to be iron deficient. In fact, the CDC has estimated that 29% of men are at-risk for iron excess.
Consequently, multivitamins for men and older women typically contain little or no iron, while those for younger women and children tend to contain iron. Some general multivitamins contain iron while others don't.
Disturbingly, in its product review of multivitamins in 2017, ConsumerLab found that half of the multivitamins for children and 20% of those for women (excluding those for post-menopausal women) did not include iron.
Don't expect iron in gummy vitamins.
Likely due to the unpleasant taste of iron, manufacturers appear to be leaving iron out of gummy vitamins. (Another possible reason for excluding iron from gummies for children is to avoid the possiblity of an iron overdose in the event that a child consumes too many gummies due to their candy-like appearance.) Gummy multivitamins also happened to be much more likely to fail ConsumerLab's tests of quality than tablets, as they often contained much less or much more of the listed amounts of ingredients. (Note: Several large tablets also failed testing due to slow disintegration times.)
In short, for children and young women, a multivitamin with iron may be helpful to avoid iron deficiency — but be aware that you probably won't get it from a gummy. For men and older women who are not vegetarian, it's usually best to avoid a supplement with iron.