In spite of many results in quantum information theory, the complex nature of compound systems is far from clear. In general the information is a mixture of local and nonlocal (quantum) information. It is important from both pragmatic and theoretical points of view to know the relationships between the two components. To make this point more clear, we develop and investigate the quantum-information processing paradigm in which parties sharing a multipartite state distill local information. The amount of information which is lost because the parties must use a classical communication channel is the deficit. This scheme can be viewed as complementary to the notion of distilling entanglement. After reviewing the paradigm in detail, we show that the upper bound for the deficit is given by the relative entropy distance to so-called pseudoclassically correlated states; the lower bound is the relative entropy of entanglement. This implies, in particular, that any entangled state is informationally nonlocal - i.e., has nonzero deficit. We also apply the paradigm to defining the thermodynamical cost of erasing entanglement. We show the cost is bounded from below by relative entropy of entanglement. We demonstrate the existence of several other nonlocal phenomena which can be found using the paradigm of local information. For example, we prove the existence of a form of nonlocality without entanglement and with distinguishability. We analyze the deficit for several classes of multipartite pure states and obtain that in contrast to the GHZ state, the Aharonov state is extremely nonlocal. We also show that there do not exist states for which the deficit is strictly equal to the whole informational content (bound local information). We discuss the relation of the paradigm with measures of classical correlations introduced earlier. It is also proved that in the one-way scenario, the deficit is additive for Bell diagonal states. We then discuss complementary features of information in distributed quantum systems. Finally we discuss the physical and theoretical meaning of the results and pose many open questions.
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