One of the most striking features of quantum theory is the existence of entangled states, responsible for Einstein's so called "spooky action at a distance." These states emerge from the mathematical formalism of quantum theory, but to date we do not have a clear idea of the physical principles that give rise to entanglement. Why does nature have entangled states? Would any theory superseding classical theory have entangled states, or is quantum theory special? One important feature of quantum theory is that it has a classical limit, recovering classical theory through the process of decoherence. We show that any theory with a classical limit must contain entangled states, thus establishing entanglement as an inevitable feature of any theory superseding classical theory.