I dont know if it helps there immune system, but I do give all natural treats, vitamins, and food. I have never had a problem excepted with my 16 yr getting runny stool every now and again. but at his age, I dont think it is the diet that causes it lol
I give my dog a salmon oil capsule every day and vitamin E twice a week. I also give her plain yogurt once a week. Not necessarily for immunity but salmon oil has omega 3's to balance out the omega 6 in her food and the yogurt helps with digestion.
In order to really enjoy a dog, one doesn't merely try to train him to be semi human. The point of it is to open oneself to the possibility of becoming partly a dog. ~Edward Hoagland