Local adaptation represents the balance of selection and gene flow. Increasingly, studies find that adaptation can occur on spatial scales much smaller than the scale of dispersal, resulting in balanced polymorphisms within populations. However, microgeographic adaptation might be facilitated or hindered by large-scale environmental heterogeneity, such as across latitude. Marine systems present a special case, as many marine species have high dispersal capacity so that dispersal 'neighbourhoods' may encompass environmental heterogeneity over both small and large spatial scales. Here, we leverage fine-scale sampling across the California range of the Pacific purple sea urchin (Strongylocentrotus purpuratus), a species with previous evidence of both local adaptation and extremely high gene flow. We find that despite the complete absence of neutral population structure, satellite-based sea surface temperature and tidal zone are associated with subtle genetic differences among populations, suggesting that balanced polymorphisms can lead to adaptation across both large (latitudinal) and small (subtidal vs. intertidal) scales. In fact, some of the same genetic variants differentiate populations at both spatial scales, potentially because both environmental parameters are related to temperature. Further, we find that genes that are expressed at a single tissue or life history stage are more divergent than expected across both latitudinal and tidal zone comparisons, suggesting that these genes have specific functions that might generate phenotypic variation important for local adaptation. Together, these results suggest that even in species with little population structure, genetic variation can be sorted across varying spatial scales, potentially resulting in local adaptation across complex environmental mosaics.