  It is well-known in thermodynamics that the creation of correlations costs
work. It seems then a truism that if a thermodynamic transformation A->B is
impossible, so will be any transformation that in sending A to B also
correlates among them some auxiliary systems C. Surprisingly, we show that this
is not the case for non-equilibrium thermodynamics of microscopic systems. On
the contrary, the creation of correlations greatly extends the set of
accessible states, to the point that we can perform on individual systems and
in a single shot any transformation that would otherwise be possible only if
the number of systems involved was very large. We also show that one only ever
needs to create a vanishingly small amount of correlations (as measured by
mutual information) among a small number of auxiliary systems (never more than
three). The many, severe constraints of microscopic thermodynamics are reduced
to the sole requirement that the non-equilibrium free energy decreases in the
transformation. This shows that, in principle, reliable extraction of work
equal to the free energy of a system can be performed by microscopic engines.
