First, you should have begun by checking your spelling, then do a sample request on yahoo local, like I did. You then would have got the message
"Yahoo Local caters to locations only in the United States of America (USA).
Please try the suggestions below."
Either try the YQL module (I'm not 100% sure on this one) or try building your search in a search engine URL.
For example: using google, if you use the URL builder module, and as a search has an URL of the form <http://www.google.com/#q>=movie+theaters+Inverness%2C+UK, use as base URL http://www.google.com/, query parameter #q and as value your search (here, "movie theaters Inverness, UK", without the quotation marks).
then feed this url to a page fetching module, like XPath page fetch (or the deprecated fetch page).