The effect of nonlocal electrodynamics is considered in finite samples. It is found for such samples that nonlocality modifies not only the in-plane penetration depth lambda||, as predicted by Kosztin and Leggett, but also the out-of-plane penetration depth lambda<FONT FACE=Symbol>^</FONT>. The Sr2RuO4 data are reinterpreted taking into account the contribution from lambda<FONT FACE=Symbol>^</FONT>.
