We present a general method to obtain static anisotropic spherically symmetric solutions, satisfying a nonlocal equation of state, from known density profiles. This equation of state describes, 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. In order to establish the physical aceptability of the proposed static family of solutions satisfying nonlocal equation of state, we study the consequences imposed by the junction and energy conditions for anisotropic fluids in bounded matter distribution. It is shown that a general relativistic spherically symmetric bounded distributions of matter, at least for certain regions, could satisfy a nonlocal equation of state.