With a few exceptions, almost every cell in almost every tissue is no further than 50-100 micrometers away from a capillary. For scale, the largest human cell is an egg(oocyte) which is 100 micrometers in length. This is because diffusion rapidly declines with distance. Those exceptions to this distance, as mentioned by others, tend to be cells that have very low metabolic activity.

An example of where this limitation causes problems is when people have chronic swelling of a tissue, such as oedema in the legs resulting from right sided heart failure. The swelling of the tissue increases the distance between the capillaries and the tissue, leading to atrophic skin, loss of hair follicles, etc. In left sided heart failure, you get swelling in the lungs, increasing the distance the oxygen has to travel from an alveolus to a capillary, and you can probably infer the consequences of that.

Sources:
https://www.ncbi.nlm.nih.gov/books/NBK26848/
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC1522213/