Maximum Parsimony is the problem of computing a most parsimonious phylogenetic tree for a taxa set X from character data for X. A common strategy to attack this notoriously hard problem is to perform a local search over the phylogenetic tree space. Here, one is given a phylogenetic tree T and wants to find a more parsimonious tree in the neighborhood of T. We study the complexity of this problem when the neighborhood contains all trees within distance k for several classic distance functions. For the nearest neighbor interchange (NNI), subtree prune and regraft (SPR), tree bisection and reconnection (TBR), and edge contraction and refinement (ECR) distances, we show that, under the exponential time hypothesis, there are no algorithms with r...