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In this paper, mechanics of continuum with general form of nonlocality in space and time is considered. Some basic concepts of nonlocal continuum mechanics are discussed. General fractional calculus (GFC) and general fractional vector calculus (GFVC) are used as mathematical tools for constructing mechanics of media with general form of nonlocality in space and time. Balance equations for mass, momentum, and energy, which describe conservation laws for nonlocal continuum, are derived by using the fundamental theorems of the GFC. The general balance equation in the integral form are derived by using the second fundamental theorems of the GFC. The first fundamental theorems of GFC and the proposed fractional analogue of the Titchmarsh theorem are used to derive the differential form of general balance equations from the integral form of balance equations. Using the general fractional vector calculus, the equations of conservation of mass, momentum, and energy are also suggested for a wide class of regions and surfaces. [ABSTRACT FROM AUTHOR]