Recent work has extended Bell's theorem by quantifying the amount of communication required to simulate entangled quantum systems with classical information. The general scenario is that a bipartite measurement is given from a set of possibilities and the goal is to find a classical scheme that reproduces exactly the correlations that arise when an actual quantum system is measured. Previous results have shown that, using local hidden variables, a finite amount of communication suffices to simulate the correlations for a Bell state. We extend this in a number of ways. First, we show that, when the communication is merely required to be finite {\em on average}, Bell states can be simulated {\em without} any local hidden variables. More generally, we show that arbitrary positive operator valued measurements on systems of $n$ Bell states can be simulated with $O(n 2^n)$ bits of communication on average (again, without local hidden variables). On the other hand, when the communication is required to be {\em absolutely bounded}, we show that a finite number of bits of local hidden variables is insufficent to simulate a Bell state. This latter result is based on an analysis of the non-deterministic communication complexity of the NOT-EQUAL function, which is constant in the quantum model and logarithmic in the classical model.