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This command:

ParametricPlot3D[{Cos[t], Sin[t], t}, {t, 0, 2 \[Pi]},
     Epilog -> {Arrow[{{0, 0, 0}, {Cos[\[Pi]], Sin[\[Pi]], \[Pi]}}]}]

Produces the message:

Coordinate {0, 0, 0} should be a pair of numbers, or a Scaled or Offset form.

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Perhaps you want:

 ParametricPlot3D[{Cos[t], Sin[t], t}, {t, 0, 2 Pi}], 
 Graphics3D[Arrow[{{0, 0, 0}, {Cos[Pi], Sin[Pi], Pi}}]]


Epilogs are 2D only...

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Was about to write a "hey I know something" comment, until I realized your "Epilogs may be 2D only" was not to suggest that it is possible but to state that Epilog only accepts 2D directives. – bobthechemist Oct 14 '13 at 19:17
@bobthechemist Oh yes, I can see I wrote that badly. I will disambiguate. Thanks! – cormullion Oct 14 '13 at 19:22
I have used the Show[graphic 1 graphic2] as a work around. The error message now suggests to me that epilog IS limited to 2D directives. – user10000 Oct 14 '13 at 19:54

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