The manifold hypothesis, which assumes that data lie on or close to an unknown manifold of low intrinsic dimensionality, is a staple of modern machine learning research. However, recent work has shown that real-world data exhibit distinct non-manifold structures, which result in singularities that can lead to erroneous conclusions about the data. Detecting such singularities is therefore crucial as a precursor to interpolation and inference tasks. We address detecting singularities by developing (i) persistent local homology, a new topology-driven framework for quantifying the intrinsic dimension of a data set locally, and (ii) Euclidicity, a topology-based multi-scale measure for assessing the 'manifoldness' of individual points. We show that our approach can reliably identify singularities of complex spaces, while also capturing singular structures in real-world data sets.