Two rakes of cross-wire probes were used to capture the two-point velocity statistics in a flow through an axisymmetric sudden expansion. The expansion ratio of the facility is 3, and has a constant geometry. Measurements were acquired at a Reynolds number equal to 54 000, based on centreline velocity and inlet pipe diameter. The two-point velocity correlations were obtained along a plane normal to the flow ($r,\theta$), at eleven downstream step-height positions spanning from the recirculating region, through reattachment, and into the redeveloping region of the flow. Measurements were acquired by means of a flying-hot-wire technique to overcome rectification errors near the outer wall of the pipe where flow recirculations were greatest. A mixed application of proper orthogonal (in radius) and Fourier decomposition (in azimuth) was performed at each streamwise location to provide insight into the dynamics of the most energetic modes in all regions of the flow. This multi-point analysis reveals that the flow evolves from the Fourier-azimuthal mode $m\,{=}\,2$ (containing the largest amount of turbulent kinetic energy) in the recirculating region, to $m\,{=}\,1$ in the reattachment and redeveloping regions of the flow. An eigenvector reconstruction of the kernel, using the most energetic modes from the decomposition, displays the spatial dependence of the Fourier-azimuthal modes and the characteristics that govern the turbulent shear layer and recirculating regions of the flow.