The derivation of multivariate density expansions for a sample correlation matrix R is dealt with in this paper. An introduction discusses the sample correlation matrix; the treatment is standard. This is followed by the notation used and preliminary results. The characterization function of R is then explained. Several theorems follow, dealing with approximations of the characterization function. The next section details normal expansion through the use of appropriate theorems. Wishart expansions follow the normal expansion. Necessary theorems are meticulously detailed. There are several appendices in which derivations are thoroughly explained. There is also a reference section.