We explore the possibility to generate nonlocal dynamical maps of an open quantum system through local system-environment interactions. Employing a generic decoherence process induced by a local interaction Hamiltonian, we show that initial correlations in a composite environment can lead to nonlocal open system dynamics which exhibit strong memory effects, although the local dynamics is Markovian. In a model of two entangled photons interacting with two dephasing environments, we find a direct connection between the degree of memory effects and the amount of correlation in the initial environmental state. The results demonstrate that, contrary to conventional wisdom, enlarging an open system can change the dynamics from Markovian to non-Markovian.