As far as I know, there are no strict conversational laws in physics. That's why we have moderators.
To illustrate why people say that it would require nonlocal interactions in order to explain quantum mechanics in a realistic fashion, the best example is the EPR experiment.
Particles have an associated intrinsic angular momentum called spin. It's a vector quantity with a direction and a magnitude. In EPR, you have some way to produce particles in pairs: one electron and one positron, such that the total spin adds up to zero.
Whenever you measure spin, you can't measure the vector directly, you can only measure components of the spin along particular axes. So you can measure, say, the x-component of the spin, the y-component, the z-component (or the component of the spin along any other direction). The weird fact about spin is that for electron or positron, you always get either +1/2 or -1/2 (in units of ##\hbar##).
So if the total spin for the pair is zero, that means that if you measure the electron's spin along any direction, you always get the opposite of the spin of the positron along that same direction.
The question: How do you explain this perfect anti-correlation?
It's easy to explain using nonlocal interactions: When you measure the spin of the electron along the x-axis, if you get +1/2, then the spin of the positron along that axis flips to -1/2. If you get -1/2, then the spin of the positron flips to +1/2. That's nonlocal, because the electron and positron can be arbitrarily far away from each other when their spins are measured.
You can try to explain the correlations in a local way. Maybe the electron and positron are pre-programmed to always give the opposite result when measured on the same axis. It's as if they agree ahead of time: "Okay, for the x-axis, I'll give the result +1/2, and you give the result -1/2. For the y-axis, I'll give -1/2 and you give +1/2..." It certainly isn't obvious, but it can be proved that there is no set of pre-programmed instructions that could possibly give the predictions of quantum mechanics. Quantum mechanics besides predicting perfect anti-correlation for measurements along the same axis, predicts weaker correlations for measurements along different axes. If you measure the electron along axis ##A## and measure the positron along axis ##B##, then QM predicts that you will get the same result with probability ##sin^2(\theta)## and opposite results with probability ##cos^2(\theta)## (where ##\theta## is the angle between ##A## and ##B##). There is no way to get these results using pre-programmed instructions.