Before we talk about pickled foods, let us look a little bit more into what happens when things are pickled.  I recommend picking up the Art of Fermentation for general knowledge about the science and good recipes for pickling.  Here are 3 explanations from the book:

Fermenting Vegetables (Chapter 5)
There is an underlying unity to all vegetable fermentation: By keeping vegetables submerged under liquid, you create a selective environment where molds and other oxygen-dependent organisms cannot grow, thereby encouraging acidifying bacteria. Beyond this simple technique, in all the particulars of what, where, when, and how, approaches to vegetable fermentation can be quite varied and quirky. Some traditions wilt vegetables, either in saltwater brine or in the sun; others pound or bruise fresh vegetables. Some people ferment a single vegetable, while others mix a dozen different vegetables together, perhaps along with spices, fruit, fish, rice, mashed potatoes, or other additions. Some people ferment theirs for just a few days; others for weeks, months, or even years. Some ferment in sealed jars; others in open crocks; others in specially designed vessels. Some ferment in cellars or buried crocks; others on balconies or in garages; still others right on their kitchen counters. Some ferment in the protection of darkness; others directly in the sun. Most traditions work with the bacteria native to the vegetables; some add various starters. There is no single way of accomplishing this task that has been so widely interpreted in varied regions by different cultural traditions, and incorporated into infinite unique secret family recipes, passed down through the generations, with periodic adjustments and adaptations.
Vitamin C (chapter 5)
While the fermentation process does not contribute additional vitamin C (as it does with B vitamins, see The Health Benefits of Fermented Foods in chapter 2 ), it does preserve vitamin C by slowing down its loss. A 1938 study undertaken by the New York State Agricultural Experiment Station demonstrated that “the loss of vitamin C begins only after the fermentation process . . . has been completed and the production of carbon dioxide has practically ceased.” The study concludes that the post-fermentation loss of vitamin C “is due more to a loss of the protective atmosphere of carbon dioxide than to any other factor.” 9 Even if nutrients are not fully preserved forever, keeping more of them longer is valuable.
Nutrition Enhancement (Chapter 2)
Nutritional Enhancement In the process of pre-digestion, many ferments accumulate increased levels of B vitamins, including thiamin (B1), riboflavin (B2), and niacin (B3), as compared with the raw ingredients prior to fermentation. Vitamin B12 is controversial, as tempeh and some other plant source ferments once thought to contain high levels of B12 have been found instead to contain inactive analogues, 15 now known as pseudovitamin B12. 16 (Some contend that bacterial “contamination” of the pure Rhizopus oligosporus tempeh cultures in non-industrial settings accounts for B12 in traditional tempeh but not in the pure culture product. 17 ) Fermentation increases availability of the essential amino acid lysine in cereal grains (more markedly in LAB-containing sourdoughs than in pure yeast fermentations). 18 Various ferments create unique micronutrients, not present in the raw ingredients, produced by the fermenting organisms. For instance, the Japanese soy ferment natto contains an enzyme called nattokinase, which exhibits “very potent fibrinolytic activity . . . for managing a wide range of diseases, including hypertension, atherosclerosis, coronary artery disease (such as angina), stroke, and peripheral vascular disease.” 19 New research has found that nattokinase also degrades amyloid fibrils and may be effective as a treatment for Alzheimer’s disease. 20 In cabbage fermentation, phytochemicals known as glucosinolates are broken down into compounds including isothiocyanates and indole-3-carbinol, “anticarcinogens capable of preventing certain cancers,” according to the Journal of Agricultural and Food Chemistry. 21 Who knows what other compounds as yet unrecognized by science may be present in all our varied ferments?

Katz, Sandor Ellix (2012-05-15). The Art of Fermentation: An In-Depth Exploration of Essential Concepts and Processes from Around the World

In short pickling probably does affect B1, B2, B3, and B12.  However at the moment those are not required nutrients for disclosure. 

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