We study theoretically the spatial correlations between the intensities measured at the input and output planes of a disordered scattering medium. We show that at large optical thicknesses, a long-range spatial correlation persists and takes negative values. For small optical thicknesses, short-range and long-range correlations coexist, with relative weights that depend on the optical thickness. These results may have direct implications for the control of wave transmission through complex media by wave-front shaping, thus finding applications in sensing, imaging, and information transfer.