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I have split my bibliography thematically in several reference segments at the end of my article. I would like to use nocite locally inside some of the segment environments, but that seems not possible with refsegment, it still acts globally. Here is an example:

documentclass[10pt,a4paper,reqno]{amsart} 



usepackage[

    backend=biber,

    %heading = references,

    citestyle=alphabetic,

    bibstyle=alphabetic,

    sorting=anyvt,

    backref=true,

    backrefstyle=none,

    locallabelwidth=true

    ]{biblatex}



usepackage{amssymb}

usepackage{amsmath}

usepackage{amsthm} 



usepackage{filecontents}



begin{filecontents}{jobname.bib}

@Book{Ahl,

author = {Ahlfors, L. V.},

title = {Complex Analysis, An Introduction to the Theory of Analytic Functions of One Complex Variable},

edition = {3},

publisher = {McGraw-Hill},

year = {1979},

keywords = {complex analysis}

}



@Book{BerGay,

author = {Berenstein, C. A. and Gay, R.},

title = {Complex Variables, An Introduction},

publisher = {Springer},

year = {1991},

keywords = {complex analysis}

}



@Book{AM,

author = {Atiyah, M. F. and MacDonald, I. G.},

title = {Introduction to Commutative Algebra},

publisher = {Addison-Wesley},

year = {1969},

keywords = {Algebra}

}



@Book{HoffKun,

author = {Hoffman, K. and Kunze, R.},

title = {Linear Algebra},

publisher = {Prentice-Hall},

edition = {2},

year = {1971},

keywords = {Algebra}

}



@Book{GrRem,

author = {Grauert, H. and Remmert, R.},

title = {Coherent Analytic Sheaves},

publisher = {Springer},

year = {1984}

}



@Book{Loday,

author = {Loday, J.-L.},

title = {Cyclic Homology},

publisher = {Springer},

year = {1998},

edition = {2}

}

end{filecontents}

addbibresource{jobname.bib}



begin{document}

cite{Ahl}, cite{AM}, cite{GrRem} are great books. 



begin{refsegment}

nocite{*}

printbibliography[keyword={complex analysis},title={References on Complex Analysis}]   

end{refsegment}



begin{refsegment}

    printbibliography[keyword={Algebra},title={References on Algebra}] 

end{refsegment}



printbibliography[notkeyword={complex analysis},notkeyword={Algebra},title={Other References}]



end{document}

I know that nocite behaves locally with refsection, but I don't want to split my .bib file in various different .bib files, and moreover, the biblatex manual says that refsegment is the intended environment for my case :-) Indeed refsection behaves a little funky when I use the same .bib file for different reference sections.

An ugly workaround would be to group together all nocite reference segments after the no-nocite reference segments, but this breaks the logical order of the topics.

Does anyone know a solution for this?

As mentioned in the comments, refsegments only add a marker to entries (much like keywords or category), it does not do much more. By default biblatex does not even evaluate the marker, so an entry nocite{*}/nocite'd in one refsegment will naturally appear in all other segments as well.

If you want to restrict a printbibliography to one refsegment, you have to use the segment option. This might work as follows

documentclass[10pt,a4paper,reqno]{amsart} 

usepackage[

    backend=biber,

    style=alphabetic,

    sorting=anyvt,

    backref=true,

    backrefstyle=none,

    locallabelwidth=true

    ]{biblatex}



newrobustcmd{mklocalfilter}[1]{%

  defbibfilter{#1}{%

    segment=0

    or

    segment=therefsegment

  }}    



usepackage{filecontents}

begin{filecontents}{jobname.bib}

@book{Ahl,

  author = {Ahlfors, L. V.},

  title = {Complex Analysis, An Introduction to the Theory of Analytic Functions of One Complex Variable},

  edition = {3},

  publisher = {McGraw-Hill},

  year = {1979},

  keywords = {complex analysis}

}

@book{BerGay,

  author = {Berenstein, C. A. and Gay, R.},

  title = {Complex Variables, An Introduction},

  publisher = {Springer},

  year = {1991},

  keywords = {complex analysis}

}

@book{AM,

  author = {Atiyah, M. F. and MacDonald, I. G.},

  title = {Introduction to Commutative Algebra},

  publisher = {Addison-Wesley},

  year = {1969},

  keywords = {algebra}

}

@book{HoffKun,

  author = {Hoffman, K. and Kunze, R.},

  title = {Linear Algebra},

  publisher = {Prentice-Hall},

  edition = {2},

  year = {1971},

  keywords = {algebra}

}

@book{GrRem,

  author = {Grauert, H. and Remmert, R.},

  title = {Coherent Analytic Sheaves},

  publisher = {Springer},

  year = {1984}

}

@book{Loday,

  author = {Loday, J.-L.},

  title = {Cyclic Homology},

  publisher = {Springer},

  year = {1998},

  edition = {2}

}

end{filecontents}

addbibresource{jobname.bib}



begin{document}

cite{Ahl}, cite{AM}, cite{GrRem} are great books. 



begin{refsegment}

mklocalfilter{nocitelocal}

nocite{*}

printbibliography[keyword={complex analysis},filter=nocitelocal,title={References on Complex Analysis}]   

end{refsegment}



% only cited entries, please

printbibliography[keyword={algebra},segment=0,title={References on Algebra}] 



% only cited entries, please

printbibliography[notkeyword={complex analysis},notkeyword={algebra},segment=0,title={Other References}]

end{document}

Note that segment=0 applies to all entries outside a specific refsegment and that the bibfilter nocitelocal is defined locally directly in the refsegment in order to use the variable therefsegment.

In this setup all entries that were explicitly cite'd were cited in section=0, but nocite{*} happened in segment=1. Hence restricting a bibliography to segment=0 gives all cited entries, allowing the current segment as well gives a way to locally nocite{*} all entries.

If we look at your problem from a different angle though, it seems to me more natural to reformulate it as follows: How can I nocite only entries with a certain keyword? Unfortunately, as Is it possible to add entries to the bibliography based on keyword using Biblatex/Biber and within the document code? and other questions on this site show, there is no universal way to do that. One has to find sly workarounds.

In your case we can apply How to split bibliography into "works cited" and "works not cited"? and come up with

documentclass[10pt,a4paper,reqno]{amsart} 



usepackage[

    backend=biber,

    %heading = references,

    style=alphabetic,

    sorting=anyvt,

    backref=true,

    backrefstyle=none,

    locallabelwidth=true

    ]{biblatex}



DeclareBibliographyCategory{cited}

AtEveryCitekey{addtocategory{cited}{thefield{entrykey}}}



usepackage{filecontents}

begin{filecontents}{jobname.bib}

@book{Ahl,

  author = {Ahlfors, L. V.},

  title = {Complex Analysis, An Introduction to the Theory of Analytic Functions of One Complex Variable},

  edition = {3},

  publisher = {McGraw-Hill},

  year = {1979},

  keywords = {complex analysis}

}

@book{BerGay,

  author = {Berenstein, C. A. and Gay, R.},

  title = {Complex Variables, An Introduction},

  publisher = {Springer},

  year = {1991},

  keywords = {complex analysis}

}

@book{AM,

  author = {Atiyah, M. F. and MacDonald, I. G.},

  title = {Introduction to Commutative Algebra},

  publisher = {Addison-Wesley},

  year = {1969},

  keywords = {algebra}

}

@book{HoffKun,

  author = {Hoffman, K. and Kunze, R.},

  title = {Linear Algebra},

  publisher = {Prentice-Hall},

  edition = {2},

  year = {1971},

  keywords = {algebra}

}

@book{GrRem,

  author = {Grauert, H. and Remmert, R.},

  title = {Coherent Analytic Sheaves},

  publisher = {Springer},

  year = {1984}

}

@book{Loday,

  author = {Loday, J.-L.},

  title = {Cyclic Homology},

  publisher = {Springer},

  year = {1998},

  edition = {2}

}

end{filecontents}

addbibresource{jobname.bib}



nocite{*}

begin{document}

cite{Ahl}, cite{AM}, cite{GrRem} are great books. 



% all entries, cited and uncited

printbibliography[keyword={complex analysis},title={References on Complex Analysis}]   



% only cited entries, please

printbibliography[keyword={algebra},category=cited,title={References on Algebra}] 



% only cited entries, please

printbibliography[notkeyword={complex analysis},notkeyword={algebra},category=cited,title={Other References}]

end{document}