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We use a nanoindenter with a Berkovich tip to study local mechanical properties of two polycrystalline intermetallics with a B2 crystal structure, NiAl and NiTi. We use orientation imaging scanning electron microscopy to select a relevant number of grains with appropriate sizes and surface normals parallel to <001>, <101> and <111>. As a striking new result, we find a strong crystallographic orientation dependence for NiTi. This anisotropy is less pronounced in the case of NiAl. For NiTi, the indentation force required to impose a specific indentation depth is highest for indentation experiments performed in the <001> direction and lowest along the h111i direction. We consider transmission electron microscopy results from cross-sections below the indents and use molecular dynamics simulations and resolved shear stress calculations to discuss how this difference can be accounted for in terms of elementary deformation and transformation processes, related to dislocation plasticity (NiAl and NiTi), and in terms of the stress-induced formation and growth of martensite (NiTi). Our results show that the crystallographic anisotropy during nanoindentation of NiTi is governed by the orientation dependence of the martensitic transformation; dislocation plasticity appears to be less important.