The $s=1$ Heisenberg Antiferromagnet is studied in the presence of two kinds
of local impurities. First, a perturbed antiferromagnetic bond with $J'\ne J$
at the center of an even-length open chain is considered. Using the density
matrix renormalization group method we find that, for sufficiently strong or
weak $J'$, a bound state is localized at the impurity site, giving rise to an
energy level in the Haldane gap. The energy of the bound state is in agreement
with perturbative results, based on $s=1/2$ chain-end excitations, both in the
weak and strong coupling limit. In a region around the uniform limit, $J'=J$,
no states are found with energy below the Haldane gap. Secondly, a $s=1/2$
impurity at the center of an otherwise even-length open chain is considered.
The coupling to the $s=1/2$ impurity is varied. Bound states in the Haldane gap
are found {\it only} for sufficiently weak (antiferromagnetic) coupling. For a
$s=1/2$ impurity coupled with a strong (antiferromagnetic) bond, {\it no}
states are found in the Haldane. Our results are in good qualitative agreement
with recent experiments on doped NENP and Y$_2$BaNiO$_5$.