We show that it is possible to obtain credible static anisotropic spherically symmetric matter configurations starting from known density profiles and satisfying a nonlocal equation of state. These particular types of equation of state describe, at a given point, the components of the corresponding energy-momentum tensor not only as a function at that point, but as a functional throughout the enclosed configuration. To establish the physical plausibility of the proposed family of solutions satisfying nonlocal equation of state, we study the constraints imposed by the junction and energy conditions on these bounded matter distributions. We also show that it is possible to obtain physically plausible static anisotropic spherically symmetric matter configurations, having nonlocal equations of state, concerning the particular cases where the radial pressure vanishes and, other where the tangential pressures vanishes. The later very particular type of relativistic sphere with vanishing tangential stresses is inspired by some of the models proposed to describe extremely magnetized neutron stars (magnetars) during the transverse quantum collapse.