We extend the notion of locality from the Hamming metric to the rank and subspace metrics. Our main contribution is to construct a class of array codes with locality constraints in the rank metric. Our motivation for constructing such codes stems from designing codes for efficient data recovery from correlated and/or mixed (i.e., complete and partial) failures in distributed storage systems. Specifically, the proposed local rank-metric codes can recover locally from 'crisscross errors and erasures', which affect a limited number of rows and/or columns of the storage system. We also derive a Singleton-like upper bound on the minimum rank distance of (linear) codes with 'rank-locality' constraints. Our proposed construction achieves this bound for a broad range of parameters. The construction builds upon Tamo and Barg's method for constructing locally repairable codes with optimal minimum Hamming distance. Finally, we construct a class of constant-dimension subspace codes (also known as Grassmannian codes) with locality constraints in the subspace metric. The key idea is to show that a Grassmannian code with locality can be easily constructed from a rank-metric code with locality by using the lifting method proposed by Silva et al. We present an application of such codes for distributed storage systems, wherein nodes are connected over a network that can introduce errors and erasures.