Combinatorial effects of epigenetic modifications on transcription activity have been proposed as histone codes. However, it is unclear whether there also exist inter-nucleosomal communications among epigenetic modifications at single nucleosome level, and if so, what functional roles they play. Meanwhile, how clear nucleosome patterns, such as nucleosome phasing and depletion, are formed at functional regions remains an intriguing enigma. To address these questions, we developed a Bayesian network model for interactions among different histone modifications across neighboring nucleosomes, based on the framework of dynamic Bayesian network (DBN). From this model, we found that robust inter-nucleosomal interactions exist around transcription start site (TSS), transcription termination sites (TTS) or around CTCF binding sites, and these inter-nucleosomal interactions are often involved in transcription regulation. In addition to these general principles, DBN also uncovered a novel specific epigenetic interaction between H2A.Z and H4K20me1 on neighboring nucleosomes, involved in nucleosome free region (NFR) and nucleosome phasing establishment or maintenance. The level of negative correlation between neighboring H2A.Z and H4K20me1 strongly correlate with the size of NFR and the strength of nucleosome phasing around TSS. Our study revealed inter-nucleosomal communications as important players in signal propagation, chromatin remodeling and transcription regulation.