HLA class I-associated polymorphisms identified at the population level mark viral sites under immune pressure by individual HLA alleles. As such, analysis of their distribution, frequency, location, statistical strength, sequence conservation, and other properties offers a unique perspective from which to identify correlates of protective cellular immunity. We analyzed HLA-associated HIV-1 subtype B polymorphisms in 1,888 treatment-naïve, chronically infected individuals using phylogenetically informed methods and identified characteristics of HLA-associated immune pressures that differentiate protective and nonprotective alleles. Over 2,100 HLA-associated HIV-1 polymorphisms were identified, approximately one-third of which occurred inside or within 3 residues of an optimally defined cytotoxic T-lymphocyte (CTL) epitope. Differential CTL escape patterns between closely related HLA alleles were common and increased with greater evolutionary distance between allele group members. Among 9-mer epitopes, mutations at HLA-specific anchor residues represented the most frequently detected escape type: these occurred nearly 2-fold more frequently than expected by chance and were computationally predicted to reduce peptide-HLA binding nearly 10-fold on average. Characteristics associated with protective HLA alleles (defined using hazard ratios for progression to AIDS from natural history cohorts) included the potential to mount broad immune selection pressures across all HIV-1 proteins except Nef, the tendency to drive multisite and/or anchor residue escape mutations within known CTL epitopes, and the ability to strongly select mutations in conserved regions within HIV's structural and functional proteins. Thus, the factors defining protective cellular immune responses may be more complex than simply targeting conserved viral regions. The results provide new information to guide vaccine design and immunogenicity studies.