Fluctuational electrodynamics relies on the assumption that thermal fluctuations in distinct bodies are statistically independent. It is shown that this approximation ceases to be valid in the extreme near-field regime, where hybridization of surface phonon-polaritons across nanometric vacuum gaps generates finite fluctuating-current cross correlations between opposite interfaces. Using a microscopic coupled-oscillator model combined with a Green-tensor formulation of the Poynting vector, the resulting correlation-induced correction to radiative heat transfer is derived. For polar materials, these correlations become significant when the hybridization energy approaches the intrinsic damping rate and can substantially modify conventional fluctuational-electrodynamics predictions at subnanometric separations.