Geomagnetic indices can be divided in two families, sometimes called "mean" and "range" families, which reflect different interactions between solar and terrestrial processes on time scales ranging from hourly to secular and longer. We are interested here in trying to evaluate secular change in the correlations between these indices and variations in solar activity as indicators of secular changes in solar behavior. We use on one hand daily values of geomagnetic indices D-st and zeta (members of the "mean" family), and A(p) and aa (members of the "range" family), and on the other hand solar indices WN (sunspot number), F-10.7 (radio flux), interplanetary magnetic field B and solar wind speed v over the period 1955-2005. We calculate correlations between pairs of geomagnetic indices, between pairs of solar indices (including the composite Bv(2)), and between pairs consisting in a geomagnetic vs a solar index, all averaged over one to eleven years. The relationship between geomagnetic indices depends on the evolution of solar activity; strong losses of correlation occur during the declining phase of solar cycle 20 and in solar cycle 23. We confirm the strong correlation between aa and Bv(2) and to a lesser extent between D-st and B. On the other hand, correlations between aa or D-st and v are non-stationary and display strong increases between 1975 and 2000. Some geomagnetic indices can be used as proxies for the behavior of solar wind indices for times when these were not available. We discuss possible physical origins of sub-decadal to secular evolutions of correlations and their relation with the character of solar activity (correlation of DP2 substorms and main storm occurrence, generation of toroidal field of a new cycle during descending phase of old cycle and prediction of next cycle, and also links with coupling of nonlinear oscillators and abrupt regime changes).