We measure the penetration depth λab(T) in Ba(Fe(1-x)Co(x))(2)As(2) using local techniques that do not average over the sample. The superfluid density ρs(T) ≡ 1/λab(T)2 has three main features. First, ρs (T = 0) falls sharply on the underdoped side of the dome. Second, λab(T) is flat at low T at optimal doping, indicating fully gapped superconductivity, but varies more strongly in underdoped and overdoped samples, consistent with either a power law or a small second gap. Third, ρs (T) varies steeply near Tc for optimal and underdoping. These observations are consistent with an interplay between magnetic and superconducting phases.