In non-abelian gauge theory, such as P & S's chapter 15, eq. (15.89), we also have Bianchi identity.
Start with $$\epsilon^{\mu\nu\lambda\sigma}[D_\nu,[D_\lambda,D_\sigma]]=0$$ and use $[D_\mu,D_\nu]=-ig\vec{F_{\mu \nu}}$, where $\vec{F_{\mu \nu}}=F_{\mu \nu}^at^a$, we obtain $$\epsilon^{\mu\nu\lambda\sigma}(D_\nu \vec{F_{\lambda \sigma}})=0$$
I think this formula is general, which includes abelian case. However, I find contradiction in Abelian case.
In Abelian case, $[D_\mu,D_\nu]=ieF_{\mu \nu}$, where $F_{\mu \nu}=\partial_\mu A_\nu-\partial_\nu A_\mu$, and $D_\nu=\partial_\nu+ieA_\nu$, so we have $$\begin{aligned}&\epsilon^{\mu\nu\lambda\sigma}(D_\nu F_{\lambda \sigma}) \\ &=\epsilon^{\mu\nu\lambda\sigma}(\partial_\nu F_{\lambda \sigma}+ieA_\nu F_{\lambda \sigma} )=0 \end{aligned}$$ However, we already know that $\epsilon^{\mu\nu\lambda\sigma}\partial_\nu F_{\lambda \sigma}=0$ from $\partial_\nu F_{\lambda \sigma}+\partial_\lambda F_{\sigma \nu}+\partial_\sigma F_{\nu \lambda}=0$. Which means we must have $$\epsilon^{\mu\nu\lambda\sigma}A_\nu F_{\lambda \sigma}=2\epsilon^{\mu\nu\lambda\sigma}A_\nu\partial_\lambda A_\sigma=0 $$
But this seems not equal to zero.