The coherence length of the thermal electromagnetic field near a planar surface has a minimum value related to the nonlocal dielectric response of the material. We perform two model calculations of the electric energy density and the field's degree of spatial coherence. Above a polar crystal, the lattice constant gives the minimum coherence length. It also gives the upper limit to the near field energy density, cutting off its 1/z³ divergence. Near an electron plasma described by the semiclassical Lindhard dielectric function, the corresponding length scale is fixed by plasma screening to the Thomas-Fermi length. The electron mean free path, however, sets a larger scale where significant deviations from the local description are visible.