We report computer simulations on the shear deformation of CuZr metallic glasses at zero and room temperatures. Shear bands emerge in athermal alloys at strain γ_{c}, with a finite-size effect found. The correlation of nonaffine displacement exhibits an exponential decay even after yielding in thermal alloys, but transits to a power law at γ>γ_{c} in athermal ones. The algebraic exponent is around -1 for the decay inside shear bands, consistent with the theoretical prediction in random elastic media. We quantify the anisotropic correlation with harmonic projection, finding the spectrum is weak in the exponential-decay regime, while it displays a strong polar and quadrupolar symmetry in the power-law regime. The nonvanishing quadrupolar symmetry at long distance signifies the nonlocality of plastic correlation in the athermal alloys. In contrast, the plastic correlation was found to be isotropic and localized at the yielding in the thermal alloys without shear bands.