We consider general systems that start from and/or end in thermodynamic equilibrium while experiencing a finite rate of change of their energy density or of other intensive quantities q at intermediate times. We demonstrate that at these times, during which the global intensive quantities q vary at a finite rate, the associated covariance, the connected pair correlator Gij = qiqj − qi qj , between any two (far separated) sites i and j in a macroscopic system may, on average, become finite. Such non-vanishing connected correlations between distant sites are general and may also appear in quantum and classical theories that only have local interactions. If in an initial equilibrium state, the intensive quantities q are static then a minimal time scale tmin may need to be exceeded in order for an external drive to create a finite expectation value of dq/dt; concomitantly, in such driven systems, a finite average of Gij over all site pairs can appear at times t > tmin. For systems of linear scale L with a maximal (Lieb-Robinson or other) speed v, this minimal time tmin = O(L/v). Once the global mean q no longer changes, the average of Gij over all site pairs i and j may tend to zero. However, when the equilibration times are significant (e.g., as in a glass that is not in true thermodynamic equilibrium yet in which the energy density (or temperature) reaches a final steady state value), these long range correlations may persist also long after q ceases to change. We explore viable experimental implications of our findings and speculate on their potential realization in glasses (where a prediction of a theory based on the effect that we describe here suggests a universal collapse of the viscosity that agrees with all published viscosity measurements over sixteen decades) and non-Fermi liquids. We derive uncertainty relation based inequalities that connect the heat capacity to the dynamics in general open thermal systems. These rigorous inequalities suggest the shortest possible fluctuation times scales in open equilibrated systems at a temperature T are typically "Planckian" (i.e., O( /(kBT ))). We briefly comment on parallels between quantum measurements, unitary quantum evolution, and thermalization and on how Gaussian distributions of intensive quantities may generically emerge at long times after the system is no longer driven.