Correlations in fluids in nonequilibrium steady states are long range. Hence, finite-size effects have important consequences in the nonequilibrium thermodynamics of fluids. One consequence is that nonequilibrium temperature fluctuations induce nonequilibrium Casimir-like pressures proportional to the square of the temperature gradient. Hence, fluctuations cause a breakdown of the concept of local thermal equilibrium. Furthermore, transport coefficients become dependent on boundary conditions and on gravity. Thus nonequilibrium fluctuations affect some traditional concepts in nonequilibrium thermodynamics.