A classical statistical field theory hidden variable model for the quantized Klein-Gordon model is constructed that preserves relativistic signal locality and is relativistically covariant, but is at the same time relativistically nonlocal, paralleling the Hegerfeldt nonlocality of quantum theory. It is argued that the relativistic nonlocality of this model is acceptable to classical physics, but in any case the approach taken here characterizes the nonlocality of the quantized Klein-Gordon model in terms of concepts from classical statistical field theory.