The four-particle process of proton-helium transfer ionization has been studied using cold target recoil ion momentum spectroscopy to measure the momenta of all three particles in the final state. Most of the electrons are emitted in the H0 scattering plane and in the backward direction. The final state momentum distributions show discrete structures very different from those expected for uncorrelated capture and ionization. The measured momentum pattern is interpreted to be due to a new transfer ionization reaction channel which results from strong correlations in the initial He ground state momentum wave function.