The collapse of the lava dome at the Soufrière Hills Volcano on Montserrat in July 2003 is the largest recorded in historical times. I use noise correlation Green's functions to measure the changes in seismic properties that resulted from this collapse. Continuous three component seismic data recorded at two pairs of stations were cross-correlated to retrieve three-component Green's functions along two paths that intersect the volcanic edifice before and after the dome collapse. Particle motion analysis shows that the Green's functions are dominated by Rayleigh waves and are consistent with the expected Green's tensor for a vertical point force source at one station recorded by a three-component receiver at the other. Following the collapse, there is a clear decorrelation and phase shift in the Green's functions corresponding to a change in velocity of approximately 0.5% that can be interpreted in terms of the unloading of the lava dome.