Models of sequence evolution typically assume that different nucleotide positions evolve independently. This assumption is widely appreciated to be an over-simplification. The best known violations involve biases due to adjacent nucleotides. There have also been suggestions that biases exist at larger scales, however this possibility has not been systematically explored.
Nevarez, P. A., DeBoever, C. M., Freeland, B. J., Quitt, M. A., & Bush, E. C. (2010). Context dependent substitution biases vary within the human genome. BMC Bioinformatics, 11. https://doi.org/10.1186/1471-2105-11-462