The existence of orthogonal local coordinates is a generalization of the manifold being conformally flat. It is always possible to construct orthogonal coordinates on 2-manifolds, using geometric normal coordinates or isothermal coordinates. In 1984, Dennis DeTurck and Dean Yang [4] showed the existence of orthogonal coordinates on any Riemannian 3-manifold. Thus there are manifolds which have orthogonal coordinates, but are not conformally flat, since the Cotton tensor presents an obstruction to conformal flatness in dimension 3. They also showed that, for dimensions at least 4, there is apparently an obstruction to the existence of orthogonal coordinates, in that curvature components of the form R_{ijkl}, with all 4 indices distinct, will vanish if the directions correspond to orthogonal coordinates. Thus, in high dimensions, the existence of orthogonal coordinates implies a certain sparseness of the Riemannian curvature tensor. Recently, Paul Gauduchon and Andrei Moroianu showed [5] that there are no orthogonal coordinates on complex or quaternionic projective space except for trivial cases. The main results of this work are that no nontrivial self-dual K\"ahler 4-manifold (4 real dimensions) supports orthogonal local coordinates, and also no nontrivial Ricci-flat K\"ahler 4-manifold supports orthogonal coordinates. The first result uses the same technique developed by Gauduchon and Moroianu in the special case of complex projective 2-space with the Fubini-Study metric, but the second result uses purely algebraic methods.