Abstract. We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators that are generators of pure jump Lévy processes (e.g. the fractional Laplacian). As an application, we derive continuous dependence estimates on the nonlinearities and on the Lévy measure of the diffusion term. Estimates of the rates of convergence for general nonlinear nonlocal vanishing viscosity approximations of scalar conservation laws then follow as a corollary. Our results both cover, and extend to new equations, a large part of the known error estimates in the literature.