When working with the ActiveMQ or JMS components the correlation identifier header is called JMSCorrelationID. You can add your own correlation identifier to any message exchange to help correlate messages together to a single conversation (or business process).
The use of a Correlation Identifier is key to working with the Camel Business Activity Monitoring Framework and can also be highly useful when testing with simulation or canned data such as with the Mock testing framework
Some EIP patterns will spin off a sub message, and in those cases, Camel will add a correlation id on the Exchange as a property with they key Exchange.CORRELATION_ID, which links back to the source Exchange. For example the Splitter, Multicast, Recipient List, and Wire Tap EIP does this.