We developed a purely field model of microphenomena—prequantum classical statistical field theory (PCSFT). This model not only reproduces important probabilistic predictions of quantum mechanics (QM) including correlations for entangled systems, but also gives a possibility to go beyond QM, i.e. to make predictions of phenomena that could be observed at the subquantum level. In this paper, we discuss one such prediction—the existence of nonlocal correlations between prequantum random fields corresponding to all quantum systems. (And by PCSFT, quantum systems are represented by classical Gaussian random fields and quantum observables by quadratic forms of these fields.) The source of these correlations is the common background field. Thus all prequantum random fields are ‘entangled’, but in the sense of classical signal theory. On the one hand, PCSFT demystifies quantum nonlocality by reducing it to nonlocal classical correlations based on the common random background. On the other hand, it demonstrates total generality of such correlations. They exist even for distinguishable quantum systems in factorizable states (by PCSFT terminology—for Gaussian random fields with covariance operators corresponding to factorizable quantum states).