This paper reviews the progress that has been made in our knowledge of quantum correlations at the mesoscopic and macroscopic level. We begin by summarizing the Einstein-Podolsky-Rosen (EPR) argument and the Bell correlations that cannot be explained by local hidden variable theories. It was originally an open question as to whether (and how) such quantum correlations could occur on a macroscopic scale, since this would seem to counter the correspondence principle. The purpose of this review is to examine how this question has been answered over the decades since the original papers of EPR and Bell. We first review work relating to higher spin measurements which revealed that macroscopic quantum states could exhibit Bell correlations. This covers higher dimensional, multi-particle and continuous-variable EPR and Bell states where measurements on a single system give a spectrum of outcomes, and also multipartite states where measurements are made at multiple separated sites. It appeared that the macroscopic quantum observations were for an increasingly limited span of measurement settings and required a fine resolution of outcomes. Motivated by this, we next review correlations for macroscopic superposition states, and examine predictions for the violation of Leggett-Garg inequalities for dynamical quantum systems. These results reveal Bell correlations for coarse-grained measurements which need only distinguish between macroscopically distinct states, thus bringing into question the validity of certain forms of macroscopic realism. Finally, we review progress for massive systems, including Bose-Einstein condensates and optomechanical oscillators, where EPR-type correlations have been observed between massive systems. Experiments are summarized, which support the predictions of quantum mechanics in mesoscopic regimes.