Context : Probability distribution of densities is a fundamental measure of molecular cloud structure , containing information on how the material arranges itself in molecular clouds . Aims : We derive the probability density functions ( PDFs ) of column density for a complete sample of prominent molecular cloud complexes closer than d \lesssim 200 pc . For comparison , additional complexes at d \approx 250 - 700 pc are included in the study . Methods : We derive near-infrared dust extinction maps for 23 molecular cloud complexes , using the nicest colour excess mapping technique and data from the 2MASS archive . The extinction maps are then used to examine the column density PDFs in the clouds . Results : The column density PDFs of most molecular clouds are well-fitted by log-normal functions at low column densities ( 0.5 mag < A _ { V } \lesssim 3 - 5 mag , or -0.5 < \ln { A _ { V } / \overline { A } _ { V } } \lesssim 1 ) . However , at higher column densities prominent , power-law-like wings are common . In particular , we identify a trend among the PDFs : active star-forming clouds always have prominent non-log-normal wings . In contrast , clouds without active star formation resemble log-normals over the whole observed column density range , or show only low excess of higher column densities . This trend is also reflected in the cumulative forms of the PDFs , showing that the fraction of high column density material is significantly larger in star-forming clouds . These observations are in agreement with an evolutionary trend where turbulent motions are the main cloud-shaping mechanism for quiescent clouds , but the density enhancements induced by them quickly become dominated by gravity ( and other mechanisms ) which is strongly reflected by the shape of the column density PDFs . The dominant role of the turbulence is restricted to the very early stages of molecular cloud evolution , comparable to the onset of active star formation in the clouds . Conclusions :