Distributed Interactive Multimedia Environments (DIMEs) show important dependency constraints between application and underlying system components over time. For example, the video frame rate and the underlying bandwidth usage have a strong performance dependency. Performance dependencies must also be considered among distributed components. These dependencies over a time-span form correlation relationships. Violations of such correlation relationships represent collective anomalies. Users and most specifically DIME application developers face problems of finding (detecting), localizing such anomalies, and adapting against them in real-time. Current practices are to collect joint application-system metadata characterizing behaviors of application and system components while a DIME session is running, and then analyze them offline. Our goal is to provide a framework, called DIAMOND, that allows for real-time and unobtrusive collection and organization of joint application-system metadata in order to assist in finding such correlation violations in the system. DIAMOND works in four steps: (a) real-time metadata collection, (b) metadata processing to allow efficient computation of correlation constraints, (c) metadata distribution for efficient clustering of distributed metadata, and (d) anomaly detection, localization, and evolution monitoring based on violations of correlation relationships. Our results from real implementations and simulations with PlanetLab traces show the effectiveness of DIAMOND in terms of network overhead and anomaly detection time.