Almost everybody knows about absorption in the small intestine, which is the main site of most xenobiotic absorption.
However, there are a few other sites where supplements can be absorbed into the body.
The skin is a big one, and is how topical ingredients work. Some compounds can be absorbed only through a few layers of the skin (and will only act topically) but some may be able to hit the bloodstream.
Stuff can be absorbed in the mouth (buccally) and in the stomach (gastrically) as well; absorption in these two areas bypasses liver metabolism and goes straight to the blood. Some well known compounds that can be absorbed in the stomach are drinking alcohol and aspirin, and lesser known ones are Medium-Chain Triglycerides and Cyanidins. If you absorb in these two sites, you can avoid the intestinal traffic jam that occurs with meals.
Then there is the intestines, small; enough said.
A limited amount of absorption does occur in the colon as well, although this is mostly bacteria mediated amino acid and mineral transportation and there exists quite large inter-individual differences.
In micromanaging one's supplement regimen, route of administration should definitely be considered.