It would probably be helpful to this discussion to look at the math. Say we have two entangled qubits in the singlet state, and two measuring devices A and B (which stand for the obvious names everybody always uses in these scenarios). The initial state of the system is then
$$
\Psi_i = \frac{1}{\sqrt{2}} \left( |\uparrow>_1 |\downarrow>_2 - |\downarrow>_1 |\uparrow>_2 \right) |R>_A |R>_B
$$
where the meanings of the kets should be reasonably obvious ("R" stands for "ready to measure").
The two measurements are realized by two unitary operators ##U_1## and ##U_2## (for simplicity, we assume that the Hamiltonian is the identity other than these two operators, i.e., that time evolution outside the measurements leaves all states the same) which induce the following entanglement transitions
$$
U_1: \ \ |\uparrow>_1 |R>_A \rightarrow |\uparrow>_1 |U>_A \ \ ; \ \ |\downarrow>_1 |R>_A \rightarrow |\downarrow>_1 |D>_A
$$
$$
U_2: \ \ |\uparrow>_2 |R>_B \rightarrow |\uparrow>_2 |U>_B \ \ ; \ \ |\downarrow>_2 |R>_B \rightarrow |\downarrow>_2 |D>_B
$$
The final state of the system will therefore be
$$
\Psi_f = \frac{1}{\sqrt{2}} \left( |\uparrow>_1 |\downarrow>_2 |U>_A |D>_B - |\downarrow>_1 |\uparrow>_2 |D>_A |U>_B \right)
$$
(I have left out decoherence in all this by not including any kets representing the environment; that could be put back in but would not add anything useful to the analysis for this discussion. If you like, treat the final state as the state after everything has decohered.)
Now, in MWI terminology, the two terms in ##\Psi_f## represent two "worlds". But there is nothing to "match up" in these two worlds: they already include, by construction, the correlations between the A and B measurements, because each term already says that the two results are opposite. So there is nothing else that needs to happen for those correlations to be there; they're there because of how the unitary operators that realize the measurement interactions affect the state. And each of those operators is local: it only acts on the part of the state that is at the measurement location (A or B).
Given the above, I think the answer to
@Nugatory's original question is that the unitary evolution of the overall state enforces the correlation between the A and B measurements; each "copy" of A and B
must find out (once an ordinary light-speed or slower communication has happened between the two) that the other measurement got an opposite result to theirs, because that's built into the term in ##\Psi_f## that describes their "world". And the process that produces this is perfectly local. What it isn't, at least in the terminology of Bell's Theorem, is "realistic"; at least, that's the usual description of how the MWI evades the "non-locality" horn of the dilemma posted by theories that violate the Bell inequalities.