Amorphous glassy materials of diverse nature-concentrated emulsions, granular materials, pastes, molecular glasses-display complex flow properties, intermediate between solid and liquid, which are at the root of their use in many applications. A general feature of such systems, well documented yet not really understood, is the strongly nonlinear nature of the flow rule relating stresses and strain rates. Here we use a microfluidic velocimetry technique to characterize the flow of thin layers of concentrated emulsions, confined in gaps of different thicknesses by surfaces of different roughnesses. We find evidence for finite-size effects in the flow behaviour and the absence of an intrinsic local flow rule. In contrast to the classical nonlinearities of the rheological behaviour of amorphous materials, we show that a rather simple non-local flow rule can account for all the velocity profiles. This non-locality of the dynamics is quantified by a length, characteristic of cooperativity within the flow at these scales, that is unobservable in the liquid state (lower emulsion concentrations) and that increases with concentration in the jammed state. Beyond its practical importance for applications involving thin layers (for example, coatings), these non-locality and cooperativity effects have parallels in the behaviour of other glassy, jammed and granular systems, suggesting a possible fundamental universality.