We have developed and implemented an implicit electrolyte model in the Vienna Ab initio Simulation Package (VASP) that includes nonlinear dielectric and ionic responses as well as a nonlocal definition of the cavities defining the spatial regions where these responses can occur. The implementation into the existing VASPsol code is numerically efficient and exhibits robust convergence, requiring computational effort only slightly higher than the original linear polarizable continuum model. The nonlinear + nonlocal model is able to reproduce the characteristic "double hump" shape observed experimentally for the differential capacitance of an electrified metal interface while preventing "leakage" of the electrolyte into regions of space too small to contain a single water molecule or solvated ion. The model also gives a reasonable prediction of molecular solvation free energies as well as the self-ionization free energy of water and the absolute electron chemical potential of the standard hydrogen electrode. All of this, combined with the additional ability to run constant potential density functional theory calculations, should enable the routine computation of activation barriers for electrocatalytic processes.