A popular interpretation of classical physics assumes that every classical system is in a well-defined pure state, which may be unknown to the observer, but is nevertheless part of the physical reality. Here we show that this interpretation is not always tenable. We construct a toy theory that includes all possible classical systems, alongside with another set of systems, called anti-classical, which are dual to the classical ones in a similar way as anti-particles are dual to particles. In the world of our toy theory, every classical system can be entangled with an anti-classical partner, and every classical mixed state can be obtained from a pure entangled state by discarding the anti-classical part. In the presence of such entanglement, it is impossible to assign a well-defined pure state to classical systems alone. Even more strongly, we prove that entangled states of classical/anti-classical composites exhibit activation of Bell nonlocality, and we use this fact to rule out every ontological model in which individual classical systems are assigned well-defined local states.