There have been many verified cases of supplements tainted with illegal drugs, including steroids.
Some supplement vendors have special sections for verified doping free supplements... those which have been tested. Olympic Athletes for example are recommended by WADA to not use any supplements at all due to the contamination problem. And if they do use supplements they have to check with their national federation first etc. Attorneys have recommended to buy extra unopened containers of whatever you are going to use in case you have a tainted product, that way you can test it if you happen to fail a test.