Two parts of an entangled quantum state can have a correlation in their joint behavior under measurements that is unexplainable by shared classical information. Such correlations are called non-local and have proven to be an interesting resource for information processing. Since non-local correlations are more useful if they are stronger, it is natural to ask whether weak non-locality can be amplified. We give an affirmative answer by presenting the first protocol for distilling non-locality in the framework of generalized non-signaling theories. Our protocol works for both quantum and non-quantum correlations. This shows that in many contexts, the extent to which a single instance of a correlation can violate a CHSH inequality is not a good measure for the usefulness of non-locality. A more meaningful measure follows from our results.