Accurate modeling of the complexity of morphological evolution is crucial for morphological phylogenetics and for performing tests on a wide variety of evolutionary scenarios. In this context, morphological integration and the problem of correlated categorical characters represent a major challenge. In particular, the magnitude and implications of correlations among serially homologous structures such as teeth have been much debated but were never tested statistically within a broad phylogenetic context. Here, we present a large-scale empirical study analyzing the serial variation of cingular crests on successive molars (M1, M2, and M3) of 274 placental species in a phylogenetic context. Both likelihood analyses and analysis of phylogenetic co-distributions demonstrated highly correlated evolution in the entire sample and thus the non-independence of these serial features at a macroevolutionary scale. Likelihood analyses show that their serial variation should be better scored within a single composite character model with constrained paths for transitions enabling simultaneous changes on all three molars, which suggests a strong developmental or genetic integration. These results are congruent with current genetic and developmental knowledge related to dental morphological variation and call into question the frequent use of separate characters scored on serially homologous structures of the dentition in phylogenetic analyses. Overall, they provide long-overdue and clear empirical evidence that in-depth studies of patterns of integration constitute an essential step toward more realistic character construction and modeling. This approach is critical for more accurate morphological phylogenetics and, more generally, for testing macroevolutionary scenarios on groups of correlated characters.