We report on enhancements in the magnetization of two-dimensional electron systems in the quantum Hall regime. The observed discontinuities in the magnetization exceed the predictions for interacting electrons calculated in the Hartree-Fock approximation where only the exchange enhancement of the energy gaps is taken into account. We attribute the further enhancement to many-body correlation effects, i.e., filling factor dependent screening within the screened Hartree-Fock approximation. With this, the discontinuities in the magnetization no longer reflect the discontinuities of the chemical potential, but its behavior in the vicinity of integer filling factors.