We provide an historical perspective of how the notion of correlations has evolved within quantum physics. We begin by reviewing Shannons information theory and its first application in quantum physics, due to Everett, in explaining the information conveyed during a quantum measurement. This naturally leads us to Lindblads information theoretic analysis of quantum measurements and his emphasis of the difference between the classical and quantum mutual information. After briefly summarising the quantification of entanglement using these and related ideas, we arrive at the concept of quantum discord that naturally captures the boundary between entanglement and classical correlations. Finally we discuss possible links between discord and the generation of correlations in thermodynamic transformations of coupled harmonic oscillators.