In the tone curve or saturation boxes, there's little icon in the top left of the box, click on that and as you move your cursor over the image, you'll see the point on the tone curve follow the curve depending on whether you're in shadows, midtones, hightlights etc. You can left click on the image and drag the adjustment curve up or down at that relative point.
Other than that (which edits globally against a tonal range) the only local adjustments are the red eye and spot removal tools.