Hamiltonians describing the relativistic quantum dynamics of a particle with an arbitrary spin are shown to exhibit a supersymmetric structure when the even and odd elements of the Hamiltonian commute. For such supersymmetric Hamiltonians an exact Foldy-Wouthuysen transformation exits which brings it into a block-diagonal form separating the positive and negative energy subspaces. Here the supercharges transform between energy eigenstates of positive and negative energy. The relativistic dynamics of a charged particle in a magnetic field is considered for the case of a scalar (spin-zero) boson obeying the Klein-Gordan equation, a Dirac (spin one-half) fermion and a vector (spin-one) boson characterised by the Proca equation.