We study an array of dissipative tunnel-coupled cavities, each interacting with an incoherently pumped two-level emitter. For cavities in the lasing regime, we find correlations between the light fields of distant cavities, despite the dissipation and the incoherent nature of the pumping mechanism. These correlations decay faster than any power of the distance for arrays in any dimension but become increasingly long ranged with increasing photon tunneling between adjacent cavities. The interaction-dominated and the tunneling-dominated regimes show markedly different scaling of the correlation length which always remains finite due to the finite photon trapping time. We propose a series of observables to characterize the spontaneous buildup of collective coherence in the system.