We find that social distancing is affected by the policies set in neighboring counties, even after controlling for confirmed COVID cases and weather. A stay-at-home order in a neighboring county reduces social distancing by more than half as much as implementing an order in that county. This implies that, to increase social distancing in hard-hit counties, stay-at-home orders need to be implemented in a regionally or federally coordinated response. We also find that estimates of the efficacy of stay-at-home orders that do not control for policies in neighboring counties overstate the effect of these orders by about 50%.