We consider high-mass systems of two or more particles that are produced by QCD hard scattering in hadronic collisions. We examine the azimuthal correlations between the system and one of its particles. We point out that the perturbative QCD computation of such azimuthal correlations and asymmetries can lead to divergent results at fixed perturbative orders. The fixed-order divergences affect basic (and infrared safe) quantities such as the total cross section at fixed (and arbitrary) values of the azimuthal-correlation angle φ. Examples of processes with fixed-order divergences are heavy-quark pair production, associated production of vector bosons and jets, dijet and diboson production. A noticeable exception is the production of high-mass lepton pairs through the Drell-Yan mechanism of quark-antiquark annihilation. However, even in the Drell-Yan process, fixed-order divergences arise in the computation of QED radiative corrections. We specify general conditions that produce the divergences by discussing their physical origin in fixed-order computations. We show lowest-order illustrative results for cos(nφ) asymmetries (with n = 1, 2, 4, 6) in top-quark pair production and associated production of a vector boson and a jet at the LHC. The divergences are removed by a proper all-order resummation procedure of the perturbative contributions. Resummation leads to azimuthal asymmetries that are finite and computable. We present first quantitative results of such a resummed computation for the cos(2φ) asymmetry in top-quark pair production at the LHC.