I think if they were to have gelatin in them, it would have to say it on the ingredients.
According to a google search, the basic ingredients of jelly beans are sugar, corn syrup and food starch, and often they contain minor amounts of lecithin (emulsifier), anti-foaming agents, beeswax or carnauba wax, salt and/or confectioner's glaze.
Carnauba wax is safe for vegans, but beeswax technically isn't vegan (i guess it depends where you stand with bees/honey and stuff.)
I guess it would differ slightly depending on the brand, but this is the site:
http://www.prydescc.com.au/jellybeans.html
But on closer look, your question was about vegetarian-ness not vegan-ness, so disregard the beeswax thing