Two central concepts of quantum mechanics are Heisenberg's uncertainty principle and a subtle form of nonlocality that Einstein famously called "spooky action at a distance." These two fundamental features have thus far been distinct concepts. We show that they are inextricably and quantitatively linked: Quantum mechanics cannot be more nonlocal with measurements that respect the uncertainty principle. In fact, the link between uncertainty and nonlocality holds for all physical theories. More specifically, the degree of nonlocality of any theory is determined by two factors: the strength of the uncertainty principle and the strength of a property called "steering," which determines which states can be prepared at one location given a measurement at another.