This paper investigates various aspects of the nonlocal effects that can arise when entangled quantum information is shared between two parties. A natural framework for studying nonlocality is that of cooperative games with incomplete information, where two cooperating players may share entanglement. Here nonlocality can be quantified in terms of the values of such games. We review some examples of non-locality and show that it can profoundly affect the soundness of two-prover interactive proof systems. We then establish limits on nonlocal behavior by upper-bounding the values of several of these games. These upper bounds can be regarded as generalizations of the so-called Tsirelson inequality. We also investigate the amount of entanglement required by optimal and nearly optimal quantum strategies.