Quantum walks of correlated particles offer the possibility of studying large-scale quantum interference; simulating biological, chemical, and physical systems; and providing a route to universal quantum computation. We have demonstrated quantum walks of two identical photons in an array of 21 continuously evanescently coupled waveguides in a SiO(x)N(y) chip. We observed quantum correlations, violating a classical limit by 76 standard deviations, and found that the correlations depended critically on the input state of the quantum walk. These results present a powerful approach to achieving quantum walks with correlated particles to encode information in an exponentially larger state space.