There has been a growing interest in the study of nonlocal models as more general and sometimes more realistic alternatives to the conventional PDE models. We will give an introduction to nonlocal models in this talk. In particular, we will focus on the nonlocal models with a finite range of nonlocal interactions, which serve as bridges connecting the classical PDEs, nonlocal discrete models and the fractional differential equations. This talk will cover topics including nonlocal modeling, nonlocal calculus and numerical analysis for the nonlocal models.