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A new simulation capability for modeling individual fission events and chains and the transport of fission products in materials is presented. The fission yield event yield algorithm (FREYA) is a Monte Carlo code for generating fission events providing correlated kinematic information for prompt neutrons, gammas, and fragments. For each fission event, FREYA generates multiplicity, energy, and the direction of neutrons and gammas while conserving energy and momentum at each step. To study materials with multiplication, shielding effects, and detectors, we have integrated FREYA into the general-purpose Monte Carlo code MCNP. This new tool will allow more accurate modeling of detector responses including correlations and the development of SNM detectors with increased sensitivity.