The heat flow between a quantum system and its reservoir is analyzed when initially both are in a separable thermal state and asymptotically approach a correlated equilibrium. General findings are illustrated for specific systems and various classes of non-Markovian reservoirs relevant for solid state realizations. System-bath correlations are shown to be substantial at low temperatures even in the weak coupling regime. As a consequence, predictions of work and heat for actual experiments obtained within conventional perturbative approaches may often be questionable. Correlations induce characteristic imprints in heat capacities which opens a proposal to measure them in solid state devices.