We show that the algorithm originally proposed by Collins and Knowles for spin correlations in the QCD parton shower can be used in order to include spin correlations between the production and decay of heavy particles in Monte Carlo event generators. This allows correlations to be included while maintaining the step-by-step approach of the Monte Carlo event generation process. We present examples of this approach for both the Standard and Minimal Supersymmetric Standard Models. A merger of this algorithm and that used in the parton shower is discussed in order to include all correlations in the perturbative phase of event generation. Finally we present all the results needed to implement this algorithm for the Standard and Minimal Supersymmetric Standard Models.