We describe and analyze nonlocal integro-differential equations with classical local boundary conditions. The interaction kernel of the nonlocal operator has horizon parameter dependent on position in the domain, and vanishes as the boundary of the domain is approached. This heterogeneous localization allows for boundary values to be captured in the trace sense. We state and prove a nonlocal Green's identity for these nonlocal operators that involve local boundary terms. We use this identity to state and establish the well-posedness of variational formulations of the nonlocal problems with several types of classical boundary conditions. We show the consistency of these nonlocal boundary-value problems with their classical local counterparts in the vanishing horizon limit via the convergence of solutions. The Poisson data for the local boundary-value problem is permitted to be quite irregular, belonging to the dual of the classical Sobolev space. Heterogeneously mollifying this Poisson data for the local problem on the same length scale as the horizon and using the regularity of the interaction kernel, we show that the solutions to the nonlocal boundary-value problem with the mollified Poisson data actually belong to the classical Sobolev space, and converge weakly to the unique variational solution of the classical Poisson problem with original Poisson data.