In this paper, we study non-integrable distributions in a Riemannian manifold with a semi-symmetric metric connection, a kind of semi-symmetric non-metric connection and a statistical connection. We obtain the Gauss, Codazzi, and Ricci equations for non-integrable distributions with respect to the semi-symmetric metric connection, the semi-symmetric non-metric connection and the statistical connection. As applications, we obtain Chen’s inequalities for non-integrable distributions of real space forms endowed with a semi-symmetric metric connection and a kind of semi-symmetric non-metric connection. We give some examples of non-integrable distributions in a Riemannian manifold with affine connections. We find some new examples of Einstein distributions and distributions with constant scalar curvature.