Depends on your insurance.
Back under my employer's plan, when I needed shots for a business trip, I discovered that vaccinations and things like pap smears were both considered part of the same category of coverage, and it had a maximum yearly coverage, which topped out right around the cost of an annual exam.
I hadn't yet had my annual exam that year, so I ended up paying for the shots and getting reimbursed when I explained my concern (that an annual scheduled for later in the year would end up costing me out of pocket).
Now I'm on Tricare, and they're all covered. I just have to figure out when the vaccination clinic is open so I can go... (I always forget what it's hours are.)