For h-FEM discretisations of the Helmholtz equation with wavenumber k, we obtain k-explicit analogues of the classic local FEM error bounds of Nitsche and Schatz (Math. Comput. 28(128), 937–958 1974), Wahlbin (1991, §9), Demlow et al.(Math. Comput. 80(273), 1–9 2011), showing that these bounds hold with constants independent of k, provided one works in Sobolev norms weighted with k in the natural way. We prove two main results: (i) a bound on the local (H^1) error by the best approximation error plus the (L^2) error, both on a slightly larger set, and (ii) the bound in (i) but now with the (L^2) error replaced by the error in a negative Sobolev norm. The result (i) is valid for shape-regular triangulations, and is the k-explicit analogue of the main result of Demlow et al. (Math. Comput. 80(273), 1–9 2011). The result (ii) is valid when the mesh is locally quasi-uniform on the scale of the wavelength (i.e., on the scale of (k^{-1})) and is the k-explicit analogue of the results of Nitsche and Schatz (Math. Comput. 28(128), 937–958 1974), Wahlbin (1991, §9). Since our Sobolev spaces are weighted with k in the natural way, the result (ii) indicates that the Helmholtz FEM solution is locally quasi-optimal modulo low frequencies (i.e., frequencies (lesssim k)). Numerical experiments confirm this property, and also highlight interesting propagation phenomena in the Helmholtz FEM error.