We demonstrate a method to achieve local control of 3-dimensional thermal history in a metallic alloy, which resulted in designed spatial variations in its functional response. A nickel-titanium shape memory alloy part was created with multiple shape-recovery stages activated at different temperatures using the selective laser melting technique. The multi-stage transformation originates from differences in thermal history, and thus the precipitate structure, at various locations created from controlled variations in the hatch distance within the same part. This is a first example of precision location-dependent control of thermal history in alloys beyond the surface, and utilizes additive manufacturing techniques as a tool to create materials with novel functional response that is difficult to achieve through conventional methods.