An example where correlation does not mean causation: 

More than 90 percent of the time when the team from the NFL's National Football Conference (NFC) has won the Super Bowl, the stock market moved up during that year.  

There is clearly an association between these two variables, but why should one be the cause of the other?  There is no reasonable explanation for a cause and effect relationship.  The probable reason for this association is that NFC teams tend to be stronger than AFC teams and consequently are more likely to win the Super Bowl.  Similarly, the stock market moves up in more years than it moves down, hence the association.