AbstractLocal Shannon entropy lies at the heart of modern thermodynamics, with much discussion of trajectory-dependent entropy production. When taken at both boundaries of a process in phase space, it reproduces the second law of thermodynamics over a finite time interval for small scale systems. However, given that entropy is an ensemble property, it has never been clear how one can assign such a quantity locally. Given such a fundamental omission in our knowledge, we construct a new ensemble composed of trajectories reaching an individual microstate and show that locally defined entropy, information and free energy are properties of the ensemble, or trajectory-independent true thermodynamic potentials. We find that the Boltzmann-Gibbs distribution and Landauer's principle can be generalized naturally as properties of the ensemble and that trajectory-free state functions of the ensemble govern the exact mechanism of non-equilibrium relaxation.