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Photonic technologies continue to drive the quest for new optical materials with unprecedented responses. A major frontier in this field is the exploration of nonlocal (spatially dispersive) materials, going beyond the local, wavevector-independent assumption traditionally adopted in optical material modeling. The growing interest in plasmonic, polaritonic, and quantum materials has revealed naturally occurring nonlocalities, emphasizing the need for more accurate models to predict and design their optical responses. This has major implications also for topological, nonreciprocal, and time-varying systems based on these material platforms. Beyond natural materials, artificially structured materials—metamaterials and metasurfaces—can provide even stronger and engineered nonlocal effects, emerging from long-range interactions or multipolar effects. This is a rapidly expanding area in the field of photonic metamaterials, with open frontiers yet to be explored. In metasurfaces, in particular, nonlocality engineering has emerged as a powerful tool for designing strongly wavevector-dependent responses, enabling enhanced wavefront control, spatial compression, multifunctional devices, and wave-based computing. Furthermore, nonlocality and related concepts play a critical role in defining the ultimate limits of what is possible in optics, photonics, and wave physics. This Roadmap aims to survey the most exciting developments in nonlocal photonic materials and metamaterials, highlight new opportunities and open challenges, and chart new pathways that will drive this emerging field forward—toward new scientific discoveries and technological advancements.