From AMS Glossary
A method of approximating the effects of turbulence at some height zk that considers only the meteorological state in the immediate vicinity of that height.
For example, if estimating a turbulent flux at zk, one need consider only the meteorological state (wind speed, wind shear, wind curvature, temperature gradient, etc.) at zk. The same approach works for higher-order turbulence statistics at zk, which can be estimated from values and gradients of lower-order statistics. Local closure implicitly assumes that turbulence consists of only small eddies, and thus it has difficulty approximating those flows where large eddies are important, such as for thermals in the convective boundary layer. Nonetheless, local closures are easier to use than nonlocal closures.