Green and Tao [GrTa08] have proved that there must always exist some $k$ primes in arithmetic progression, but these need not be consecutive. Erdős called this conjecture 'completely hopeless at present'.

The existence of such progressions for small $k$ has been verified for $k\leq 10$, see the Wikipedia page. It is open, even for $k=3$, whether there are infinitely many such progressions.

See also [219].