This paper studies bounds and constructions of locally repairable codes (LRCs) with multiple localities so-called multiple-locality LRCs (ML-LRCs). In the simplest case of two localities some code symbols of an ML-LRC have a certain locality while the remaining code symbols have another one. We extend two bounds, the Singleton and the alphabet-dependent upper bound on the dimension of Cadambe–Mazumdar for LRCs, to the case of ML-LRCs with more than two localities. Furthermore, we construct Singleton-optimal ML-LRCs as well as codes that achieve the extended alphabet-dependent bound. We give a family of binary ML-LRCs based on generalized code concatenation that is optimal with respect to the alphabet-dependent bound.