Aims. We present new radio continuum observations of ten BIMA SONG galaxies, taken at 1.4 GHz with the Very Large Array. These observations allow us to extend the study of the relationships between the radio continuum (RC) and CO emission to 22 CO luminous galaxies for which single dish CO images have been added to interferometric data. New Spitzer infrared (IR) images of six of these galaxies have been released. The analysis of these high resolution images allowed us to probe the RC-IR-CO correlations down to linear scales of a few hundred pc. Methods. We compare the point-by-point RC, CO and mid-IR intensities across entire galaxy disks, producing radial profiles and spatially resolved images of the RC/CO and RC/mid-IR ratios. Results. For the 22 galaxies analysed, the RC-CO correlation on scales from ∼10 kpc down to ∼100 pc is nearly linear and has a scatter of a factor of two, i.e. comparable to that of the global correlations. There is no evidence for any severe degradation of the scatter below the kpc scale. This also applies to the six galaxies for which high-resolution mid-IR data are available. In the case of NGC 5194, we find that the non-thermal radio spectral index is correlated with the RC/FIR ratio. Conclusions. The scatter of the point-by-point correlations does not increase significantly with spatial resolution. We thus conclude that we have not yet probed the physical scales at which the correlations break down. However, we observe local deviations from the correlations in regions with a high star formation rate, such as the spiral arms, where we observe a flat radio spectrum and a low RC/FIR ratio. In the intra-arm regions and in the peripheral regions of the disk, the RC/FIR is generally higher and it is characterized by a steepening of the radio spectrum.