We present a study of a Hanbury Brown-Twiss interferometer realized with anyons. Such a device can directly probe entanglement and fractional statistics of initially uncorrelated particles. We calculate Hanbury Brown-Twiss cross correlations of Abelian Laughlin anyons. The correlations we calculate exhibit partial bunching similar to bosons, indicating a substantial statistical transmutation from the underlying electronic degrees of freedom. We also find qualitative differences between the anyonic signal and the corresponding bosonic or fermionic signals, indicating that anyons cannot be simply thought of as intermediate between bosons and fermions.