We calculate the scale dependence of the bispectrum and trispectrum in (quasi) local models of non-Gaussian primordial density perturbations, and characterize this scale dependence in terms of new observable parameters. They can help to discriminate between models of inflation, since they are sensitive to properties of the inflationary physics that are not probed by the standard observables. We find consistency relations between these parameters in certain classes of models. We apply our results to a scenario of modulated reheating, showing that the scale dependence of non-Gaussianity can be significant. We also discuss the scale dependence of the bispectrum and trispectrum, in cases where one varies the shape as well as the overall scale of the figure under consideration. We conclude providing a formulation of the curvature perturbation in real space, which generalises the standard local form by dropping the assumption that fNL and gNL are constants.