No nonlocal box is universal

We show that standard nonlocal boxes, also known as Popescu-Rohrlich machines, are not sufficient to simulate any nonlocal correlations that do not allow signalling. This was known in the multipartite scenario, but we extend the result to the bipartite case. We then generalize this result further by showing that no finite set containing any finite-output-alphabet nonlocal boxes can be a universal set for nonlocality.