An efficient method for the calculation of nuclear magnetic resonance (NMR) shielding tensors is presented, which treats electron correlation at the level of second-order Moller-Plesset perturbation theory. It uses spatially localized functions to span occupied and virtual molecular orbital spaces, respectively, which are expanded in a basis of gauge including atomic orbitals (GIAOs or London atomic orbitals). Doubly excited determinants are restricted to local subsets of the virtual space and pair energies with an interorbital distance beyond a certain threshold are omitted. Furthermore, density fitting is employed to factorize the electron repulsion integrals. Ordinary Gaussians are employed as fitting functions. It is shown that the errors in the resulting NMR shielding constant, introduced (i) by the local approximation and (ii) by density fitting, are very small or even negligible. The capabilities of the new program are demonstrated by calculations on some extended molecular systems, such as the cyclobutane pyrimidine dimer photolesion with adjacent nucleobases in the native intrahelical DNA double strand (ATTA sequence). Systems of that size were not accessible to correlated ab initio calculations of NMR spectra before. The presented method thus opens the door to new and interesting applications in this area. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4744102]