Cancer evolution is driven by the concerted action of multiple molecular alterations, which emerge and are selected during tumor progression. An alteration is selected when it provides an advantage to the tumor cell. However, the advantage provided by a specific alteration depends on the tumor lineage, cell epigenetic state, and presence of additional alterations. In this case, we say that an evolutionary dependency exists between an alteration and what influences its selection. Epistatic interactions between altered genes lead to evolutionary dependencies (EDs), by favoring or vetoing specific combinations of events. Large-scale cancer genomics studies have discovered examples of such dependencies, and showed that they influence tumor progression, disease phenotypes, and therapeutic response. In the past decade, several algorithmic approaches have been proposed to infer EDs from large-scale genomics datasets. These methods adopt diverse strategies to address common challenges and shed new light on cancer evolutionary trajectories. Here, we review these efforts starting from a simple conceptualization of the problem, presenting the tackled and still unmet needs in the field, and discussing the implications of EDs in cancer biology and precision oncology.