Here is a Wikipedia map of corruption. Dark red being the most corrupt and green being the least.
One of the ways that the correlation would fail would be in the area of most wealthy nations. It seems that there is a parallel to the Rahn Curve. The Rahn curve suggest that for maximum economic growth, government should control around 15 to 25% of GDP. With less government there are problems and with more government growth slows. The level of honesty seems to follow the same pattern. One might say that Canada, Australia, Denmark and Sweden are too honest for their own good. The US is very wealthy because it has a base of honest people but enough corrupt leaders to bump us up a notch.
Food donated to many African countries serves to enrich the powerful while maintaining their ability to suppress the weak. What a blessing to not have been born into the poorest and most corrupt societies in Africa!