Momentum SGD (MSGD) serves as a foundational optimizer in training deep models due to momentum's key role in accelerating convergence and enhancing generalization. Meanwhile, asynchronous distributed learning is crucial for training large-scale deep models, especially when the computing capabilities of the workers in the cluster are heterogeneous. To reduce communication frequency, local updates are widely adopted in distributed learning. However, how to implement asynchronous distributed MSGD with local updates remains unexplored. To solve this problem, we propose a novel method, called ordered local momentum (OrLoMo), for asynchronous distributed learning. In OrLoMo, each worker runs MSGD locally. Then the local momentum from each worker will be aggregated by the server in order based on its global iteration index. To the best of our knowledge, OrLoMo is the first method to implement asynchronous distributed MSGD with local updates. We prove the convergence of OrLoMo for non-convex problems under arbitrary delays. Experiments validate that OrLoMo can outperform its synchronous counterpart and other asynchronous methods.