How to repeat top rows (column headings) on every page

Both the longtable package and the supertabular package can do this. Here's an example using longtable:

\documentclass{article}
\usepackage{longtable}
\begin{document}      
\begin{longtable}{ccc}
\hline
Column 1 & Column 2 & Column 3\\
\hline
\endhead % all the lines above this will be repeated on every page
A & B & C\\
A & B & C\\
... many lines of table ...
\end{longtable}
\end{document}

The same basic idea works with supertabular but the commands for setting the repeated elements across pages is done before the supertabular environment itself:

\documentclass{article}
\usepackage{supertabular}
\begin{document}
\tablehead{%
\hline
Column 1 & Column 2 & Column 3\\
\hline}
\tabletail{\hline}
\begin{supertabular}{ccc}
A & B & C\\
A & B & C\\
\end{supertabular}
\end{document}

A solution with continued headers and footers

\documentclass{article}
\usepackage{longtable}
\begin{document}      

\begin{longtable}{ccc}
\caption{My caption for this table\label{foo}}\\\hline
Column 1 & Column 2 & Column 3\\\hline
\endfirsthead
\multicolumn{3}{@{}l}{\ldots continued}\\\hline
Column 1 & Column 2 & Column 3\\\hline
\endhead % all the lines above this will be repeated on every page
\hline
\multicolumn{3}{r@{}}{continued \ldots}\\
\endfoot
\hline
\endlastfoot
A & B & C\\     A & B & C\\
A & B & C\\     A & B & C\\
A & B & C\\ \newpage
A & B & C\\     A & B & C\\
A & B & C\\     A & B & C\\
\end{longtable}
\end{document}