The fundamental forces are all conservative. An example of a non-conservative force is friction.
Nonconservative forces arise due to neglected degrees of freedom. For instance, friction may be treated without resorting to the use of nonconservative forces by treating heat as kinetic energy; however that means every molecule's motion must be considered rather than handling it through statistical methods. For macroscopic systems the nonconservative approximation is far easier to deal with than millions of degrees of freedom.