A postulate of locality permeates through the special and general theories of relativity. First, Lorentz invariance is extended in a pointwise manner to actual, namely, accelerated observers in Minkowski spacetime. This hypothesis of locality is then employed crucially in Einstein’s local principle of equivalence to render observers pointwise inertial in a gravitational field. Field measurements are intrinsically nonlocal, however. To go beyond the locality postulate in Minkowski spacetime, the past history of the accelerated observer must be taken into account in accordance with the Bohr-Rosenfeld principle. The observer in general carries the memory of its past acceleration. The deep connection between inertia and gravitation suggests that gravity could be nonlocal as well and in nonlocal gravity the fading gravitational memory of past events must then be taken into account. Along this line of thought, a classical nonlocal generalization of Einstein’s theory of gravitation has recently been developed. In this nonlocal gravity (NLG) theory, the gravitational field is local, but satisfies a partial integro-differential field equation. A significant observational consequence of this theory is that the nonlocal aspect of gravity appears to simulate dark matter. The implications of NLG are explored in this book for gravitational lensing, gravitational radiation, the gravitational physics of the Solar System and the internal dynamics of nearby galaxies as well as clusters of galaxies. This approach is extended to nonlocal Newtonian cosmology, where the attraction of gravity fades with the expansion of the universe. Thus far only some of the consequences of NLG have been compared with observation.