To assess potential impacts of climate change for a specific location, one typically employs climate model simulations at the grid box corresponding to the same geographical location. For most of Europe, this choice is well justified. But, based on regional climate simulations, we show that simulated climate might be systematically displaced compared to observations. In particular in the rain shadow of mountain ranges, a local grid box is therefore often not representative of observed climate: the simulated windward weather does not flow far enough across the mountains; local grid boxes experience the wrong air masses and atmospheric circulation. In some cases, also the local climate change signal is deteriorated. Classical bias correction methods fail to correct these location errors. Often, however, a distant simulated time series is representative of the considered observed precipitation, such that a non-local bias correction is possible. These findings also clarify limitations of bias correcting global model errors, and of bias correction against station data.