Intelligent reflecting surface (IRS) is considered as an enabling technology for millimeter wave (mmWave) communications since it can provide an extra reflection link to increase the macrodiversity gains and improve the transmission performance. These advantages principally rely on the assumption that the blocking of direct and reflection links is mutually independent. However, due to the nonnegligible sizes of blockages in some practical cases, both links may be simultaneously blocked by the same blockage, which is the so-called blockage correlation. To this end, in this work we investigate the impact of blockage correlation in the IRS-assisted mmWave communication systems. Firstly, we provide a new joint line-of-sight/non-line-of-sight (LOS/NLOS) probability model with blockage correlation. The correlation coefficient of direct and reflection link states is also derived. Secondly, we study the effects of blockage correlation on the system performance of IRS-assisted mmWave communication systems by deriving the expression of transmission success probability. Moreover, we provide a deployment optimization algorithm for IRS when blockage correlation is considered. Finally, simulations verify our theoretical results and validate the IRS deployment optimization algorithm. It is shown that the widelyused independent blocking assumption not only always incur an overestimation of the performance of IRS-assisted mmWave communication systems, but also misdirect the optimal deployment of IRS.