I was originally looking for languages that weren't context sensitive.
In Wikipedia (https://en.wikipedia.org/wiki/Chomsky_hierarchy), I believe the language $\{w | w \text{ describes a terminating TM} \}$ isn't a CSG. I'm not sure how a TM is "described" by a word. As far as I know a TM is a 7 tuple??
Also, could you give another example of a language which isn't a CSG.