Three one-body profiles that correspond to local fluctuations in energy, in entropy, and in particle number are used to describe the equilibrium properties of inhomogeneous classical many-body systems. Local fluctuations are obtained from thermodynamic differentiation of the density profile or equivalently from average microscopic covariances. The fluctuation profiles follow from functional generators and they satisfy Ornstein-Zernike relations. Computer simulations reveal markedly different fluctuations in confined fluids with Lennard-Jones, hard sphere, and Gaussian core interactions.