We have studied the interplay of magnetism and superconductivity in LaFeAsO$_{1-x}$F$_x$ and Ca(Fe$_{1-x}$Co$_x$)$_2$As$_2$. While antiferromagnetic spin density wave formation is suppressed and superconductivity evolves, all samples show a doping independent strong increase of the normal state susceptibility upon heating which appears a general feature of iron pnictides. The data provide evidence for robust local antiferromagnetic correlations persisting even in the superconducting regime of the phase diagram.
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