We propose localizing point-like fluorescent emitters in three dimensions with nanometer precision throughout large volumes using self-interference digital holography (SIDH). SIDH enables imaging of incoherently emitting objects over large axial ranges without refocusing, and single molecule localization techniques allow sub-50 nm resolution in the lateral and axial dimensions. We demonstrate three-dimensional localization with SIDH by imaging 100 and 40 nm fluorescent nanospheres. With 49,000 photons detected, SIDH achieves a localization precision of 5 nm laterally and 40 nm axially. We are able to detect the nanospheres from as few as 13,000 detected photons.