Many known tools for proving expressibility bounds for first-order logic are based on one of several locality properties. In this paper we characterize the relationship between those notions of locality. We note that Gaifman's locality theorem gives rise to two notions: one deals with sentences and one with open formulae. We prove that the former implies Hanf's notion of locality, which in turn implies Gaifman's locality for open formulae. Each of these implies the bounded degree property, which is one of (...) the easiest tools for proving expressibility bounds. These results apply beyond the first-order case. We use them to derive expressibility bounds for first-order logic with unary quantifiers and counting. We also characterize the notions of locality on structures of small degree. (shrink)