A purely local description would consist of a universe filled with nothing but [zero-dimensional] mathematical points that somehow affect each other in some bizarre way. But the physics involved would be entirely unknown, because mathematical points have precisely zero extent, with the side effect being that two mathematical points either a) occupy the same location, making them physically indistinguishable, or b) occupy different locations, making them absolutely disjoint (ie, "infinitely apart").
Let's think about 2 points approaching each other in a classical Newtonian universe. Now they are a meter apart and now they are a millimeter apart and now they are a nanometer apart. In each of these cases, they are perfectly disjoint, and have no possible way of communicating to each other. But now they both occupy the same location, and all possible classical physical descriptions have broken down!
The only rational solution is that the universe can only have a fundamentally nonlocal description. That is, the fundamental units of reality are spatially extended fields that do not suffer from the same requirement of pure mutual exclusivity that naive Bohr-esque classical models suffer from.
Abandoning this requirement is what gave de Broglie the impetus to develop his own theoretical model that would soon thereafter inspire Schrodinger to develop a mathematical infrastructure, which, when combined with Heisenberg's matrix mechanics via Dirac's new algebraic formalism, would become the modern, canonical quantum theory that we have today.
Edit: downvotes land me in negative territory for this :( ... Any explanation as why this reply is so bad? I am honestly curious!
Edit #2: I guess I should have just said "Hey, Schrodinger's cat!" or "Wow, how about that Many Worlds Interpretation!", then I would have inspired the peanut gallery to jump into some pseudo-philosophical discussion that has been repeated time and again. But alas, I have resorted to a thoughtful consideration of the deeper ideas of QM, and have found myself relegated to the footnotes of the "Hackernews-iverse" :P!!!