Quoting http://en.wikipedia.org/wiki/Vitamin_C :
It is made internally by almost all organisms although notable mammalian group exceptions are most or all of the order chiroptera (bats), guinea pigs, capybaras, and one of the two major primate suborders, the Anthropoidea (Haplorrhini) (tarsiers, monkeys and apes, including human beings).
So not all primates.