We introduce the notion of nonlocal symmetry of a graph $G$, defined as a winning quantum correlation for the $G$-automorphism game that cannot be produced classically. Recent connections between quantum group theory and quantum information show that quantum correlations for this game correspond to tracial states on $C(\text{Qut}(G))$ -- the algebra of functions on the quantum automorphism group of $G$. This allows us to also define nonlocal symmetry for any quantum permutation group. We investigate the differences and similarities between this and the notion of quantum symmetry, defined as non-commutativity of $C(\text{Qut}(G))$. Roughly speaking, quantum symmetry vs nonlocal symmetry can be viewed respectively as non-classicality of our model of reality vs non-classicality of our observation of reality. We show that quantum symmetry is necessary but not sufficient for nonlocal symmetry. In particular, we show that the complete graph on five vertices is the only connected graph on five or fewer vertices with nonlocal symmetry, despite a dozen others having quantum symmetry. In particular this shows that the quantum symmetric group on four points, $S_4^+$, does not exhibit nonlocal symmetry, answering a question from the literature. In contrast to quantum symmetry, we show that two disjoint classical automorphisms do not guarantee nonlocal symmetry. However, three disjoint automorphisms do suffice. We also give a construction of quantum permutation matrices built from a finite abelian group $Γ$ and a permutation $π$ on $|Γ|$ elements. Computational evidence suggests that for cyclic groups of increasing size almost all permutations $π$ result in nonlocal symmetry. Surprisingly, the construction never results in nonlocal symmetry when $\mathbb{Z}_2^3$ is used. We also investigate under what conditions nonlocal symmetry arises when taking unions or products of graphs.