It seems generally accepted that the presence of triglycerides and bile salts in the small intestine improves absorption of fat soluble vitamins - at least according to this old (1971) but informative article from the Journal of Clinical Pathology. The frustrating part is finding out how much is necessary. Is the little bit in a gram or so of fish oil enough? My guess is that yes it is based on how Dr. Weston A. Price was able to reverse deficiencies using high vitamin cod liver oil.

The study that I think Gary Wu is referring to in his answer is this one which seems to state that while the addition of avocado oil improved carotenoid absorption, the amount of avocado was not important. From the article abstract:

Neither the avocado dose nor the lipid source affected carotenoid absorption.

Note, however that they compared the use of only two lipid dosages: 12 grams and 24 grams - both of which are significantly more than one would get from even a large fish oil dose.

As a counterexample, a study was done recently showing that Vitamin D was absorbed just as well from Vitamin D fortified orange juice (which contains no fat) as it was from milk.

And to muddy the waters a bit further, perhaps we shouldn't be lumping all the fat-soluble vitamins together when discussing absorption, as this article seems to suggest (abstract only):

Highly lipophilic food microconstituents (HLFMs) with octanol-water partition coefficients log10 P(c) > 8 include the fat-soluble vitamins (A, E, D and K) and phytochemicals with potential health benefits, the carotenoids and phytosterols. It has been assumed that these compounds have the same metabolism in the human upper gastrointestinal tract and that they follow the same fate as lipids. However, a literature review shows that the metabolism of HLFMs in the upper gastrointestinal tract depends on each HLFM species. For example, some HLFM esters are hydrolyzed mainly by pancreatic lipase, others by bile salt-stimulated lipase; some HLFMs are apparently absorbed by passive diffusion, others by a transporter. Also, although some factors (HLFM molecular species, fat, food matrix) affect absorption efficiency of most HLFMs, other factors (fibers, microconstituents) apparently affect absorption only of some HLFMs.

I think best practice is to get your fat soluble vitamins from/with fatty food but that a dose of fish oil should suffice as an absorptive crutch for most people.