This article aims to contribute to the ongoing task of clarifying the relationships between reality, probability, and nonlocality in quantum physics. It is in part stimulated by Khrennikov’s argument, in several communications, for “eliminating the issue of quantum nonlocality” from the analysis of quantum entanglement. I argue, however, that the question may not be that of eliminating but instead that of further illuminating this issue, a task that can be pursued by relating quantum nonlocality to other key features of quantum (...) phenomena. I suggest that the following features of quantum phenomena and quantum mechanics, distinguishing them from classical phenomena and classical physics— the irreducible role of measuring instruments in defining quantum phenomena, discreteness, complementarity, entanglement, quantum nonlocality, and the irreducibly probabilistic nature of quantum predictions—are all interconnected, so that it is difficult to give an unconditional priority to any one of them. To argue this case, I shall consider quantum phenomena and quantum mechanics from a nonrealist or, in terms adopted here, “reality-without-realism” perspective. This perspective extends Bohr’s view, grounded in his analysis of the irreducible role of measuring instruments in the constitution of quantum phenomena. (shrink)