Modern utility-scale wind turbines are equipped with a Supervisory Control And Data Acquisition (SCADA) system gathering vast amounts of operational data that can be used for analysis to improve operation and maintenance of turbines. We analyze high-frequency SCADA-data from the Thanet offshore wind farm in the United Kindom and evaluate Pearson correlation matrices for a variety of observables with a moving time window. This renders possible a quantitative assessment of nonstationarity in mutual dependencies of different types of data. We show that a clustering algorithm applied to the correlation matrices reveals distinct correlation structures for different states. Looking first at only one and then at multiple turbines, the main dependence of these states is shown to be on wind speed. This is in accordance with known turbine control systems, which change the behavior of the turbine depending on the available wind speed. We model the boundary wind speeds separating the states based on the clustering solution. Our analysis shows that for high-frequency data, the control mechanisms of a turbine lead to detectable nonstationarity in the correlation matrix. The presented methodology allows accounting for this with an automated preprocessing by sorting new data based on wind speed and comparing it to the respective operational state, thereby taking the nonstationarity into account for an analysis.