Copying from this announcement about hg20/GrCh38:

• Alternate sequences - Several human chromosomal regions exhibit sufficient variability to prevent adequate representation by a single sequence. To address this, the GRCh38 assembly provides alternate sequence for selected variant regions through the inclusion of alternate loci scaffolds (or alt loci). Alt loci are separate accessioned sequences that are aligned to reference chromosomes. This assembly contains 261 alt loci, many of which are associated with the LRC/KIR area of chr19 and the MHC region on chr6.

The same principle applies to some regions in hg18/19, etc.