In this paper, we take advantage of the bilinearization reduction method to consider the local and nonlocal reduction of a discrete Ablowitz-Kaup-Newell-Segur equation. Exact solutions in double Casoratian form to the reduced nonlocal discrete modified Korteweg-de Vries equations are constructed. The dynamics of soliton solutions are analyzed and illustrated by asymptotic analysis. Moreover, both semi-continuous limit and full continuous limit are applied to obtain the local and nonlocal semi-discrete modified Korteweg-de Vries equations, as well as the local and nonlocal continuous modified Korteweg-de Vries equations.