When shooting RAW, the corrections are applied to the JPG image but not the RAW file, in-camera (there's a JPG preview embedded in the RAW file, that's what you're looking at on the camera LCD). If you open the image in DPP, most settings are applied (ALO, etc.) but the lens corrections have to be applied using the module (you'll know it if you do it - the RAW file size will increase substantially). If you open the RAw file in another RAW converter, no corrections (nor any other settings, for the most part) are applied.
In LR, you can use ACR's lens correction module. I use DxO Optics Pro, which has camera+lens modules. Aperture doesn't (which is one reason I don't use it as my RAW converter, but only for library management), although there are plugins availabe for Aperture.