We review and discuss the importance of correlational selection (selection for optimal character combinations) in natural populations. If two or more traits subject to multivariate selection are heritable, correlational selection builds favourable genetic correlations through the formation of linkage disequilibrium at underlying loci governing the traits. However, linkage disequilibria built up by correlational selection are expected to decay rapidly (ie, within a few generations), unless correlational selection is strong and chronic. We argue that frequency-dependent biotic interactions that have 'Red Queen dynamics' (eg, host-parasite interactions, predator-prey relationships or intraspecific arms races) often fuel chronic correlational selection, which is strong enough to maintain adaptive genetic correlations of the kind we describe. We illustrate these processes and phenomena