Consider a bipartite state $\rho$, and denote with $\Pi^A\equiv \{\Pi^A_a\}_a$ and $\Pi^A\equiv\{\Pi^B_b\}_b$ local projective measurements. Let the associated joint probability distribution be $p_\Pi$, and denote with $p_{\Pi,A},p_{\Pi,B}$ the marginal distributions: $$p_\Pi(a,b)\equiv \operatorname{Tr}[(\Pi^A_a\otimes \Pi^B_b)\rho], \quad p_{\Pi,A}(a) \equiv \operatorname{Tr}[(\Pi^A_a\otimes I)\rho], \quad p_{\Pi,B}(b) \equiv \operatorname{Tr}[(I\otimes \Pi^B_b)\rho]. \tag A$$ We say that the measurement outcomes are uncorrelated if $p_\Pi(a,b)=p_{\Pi,A}(a)p_{\Pi,B}(b)$.
If $\rho$ is pure and separable (i.e. it is a product state), then regardless of the choice of $\Pi_A,\Pi_B$ we always have uncorrelated outcomes. If $\rho$ is separable but not necessarily pure, this is no longer the case, intuitively because one can have "classical correlations".
A pure, entangled state also always gives rise to correlations, if measured in the basis of its Schmidt decomposition.
What about a generic entangled state? Given an arbitrary entangled $\rho$, is there always a measurement basis with respect to which measurement outcomes are correlated? While this sounds like it must be the case, I'm failing to see a good way to show it at the moment.
More formally, this is akin to asking whether there is an entangled state $\rho$ such that, for any pair of projective measurements $\Pi^A,\Pi^B$ (though I think one can more generally take any local POVM here), we have $$\operatorname{Tr}[(\Pi^A_a\otimes\Pi^B_b)\rho] = \operatorname{Tr}(\Pi^A_a\rho_A) \operatorname{Tr}(\Pi^B_b\rho_B).$$