Data quality is a critical issue in the analyses of DNA copy number alterations obtained from microarrays. It is commonly assumed that copy number alteration data can be modeled as piecewise constant and the measurement errors of different probes are independent. However, these assumptions do not always hold in practice. In some published datasets, we find that measurement errors are highly correlated between probes that interrogate nearby genomic loci, and the piecewise-constant model does not fit the data well. The correlated errors cause problems in downstream analysis, leading to a large number of DNA segments falsely identified as having copy number gains and losses.