We experimentally demonstrate a method for measuring correlations of wideband magnetic signals with spatial resolution below the optical diffraction limit. Our technique employs two nitrogen-vacancy (NV) centers in diamond as nanoscale magnetometers, spectrally resolved by inhomogeneous optical transitions. Using high-fidelity optical readout and long spin coherence time, we probe correlated megahertz-range noise with sensitivity of 15  nTHz^{-1/4}. In addition, we use this system for correlated T_{1} relaxometry, enabling correlation measurements of gigahertz-range noise. Under such externally applied noise, while individual NV centers exhibit featureless relaxation, their correlation displays rich coherent and incoherent dynamics reminiscent of superradiance physics. This capability to probe high-frequency correlations provides a powerful tool for investigating a variety of condensed-matter phenomena characterized by nonlocal correlations.