We study electron correlation in sequential double ionization of noble gas atoms and HCl in intense, femtosecond laser pulses. We measure the photoelectron angular distributions of Ne+ relative to the first electron in a pump-probe experiment with 8 fs, 800 nm, circularly polarized laser pulses at a peak intensity of a few 10(15) W/cm2. Using a linear-linear pump-probe setup, we further study He, Ar, and HCl. We find a clear angular correlation between the two ionization steps in the sequential double ionization intensity regime.