Summary: We consider a nonlocal (or fractional) curvature and we investigate similarities and differences with respect to the classical local case. In particular, we show that the nonlocal mean curvature can be seen as an average of suitable nonlocal directional curvatures and there is a natural asymptotic convergence to the classical case. Nevertheless, different from the classical cases, minimal and maximal nonlocal directional curvatures are not in general attained at perpendicular directions and, in fact, one can arbitrarily prescribe the set of extremal directions for nonlocal directional curvatures. Also, the classical directional curvatures naturally enjoy some linear properties that are lost in the nonlocal framework. In this sense, nonlocal directional curvatures are somewhat intrinsically nonlinear.