Molecular dynamics simulations are used to show that strong magnetization significantly increases the space and time scales associated with interparticle correlations. The physical mechanism responsible is a channeling effect whereby particles are confined to move along narrow cylinders with a width characterized by the gyroradius and a length characterized by the collision mean free path. The predominant interaction is $180^circ$ collisions at the ends of the collision cylinders, resulting in a long-range correlation parallel to the magnetic field. Its influence is demonstrated via the dependence of the velocity autocorrelation functions and self-diffusion coefficients on the domain size and run time in simulations of the one-component plasma. A very large number of particles, and therefore domain size, must be used to resolve the long-range correlations, suggesting that the number of charged particles in the collection must increase in order to constitute a plasma. Correspondingly, this effect significantly delays the time it takes to reach a diffusive regime, in which the mean square displacement of particles increases linearly in time. This result presents challenges for connecting measurements in non-neutral and ultracold neutral plasma experiments, as well as molecular dynamics simulations, with fluid transport properties due to their finite size.