We discuss generic properties of rotating nonlinear wave solutions, the so called azimuthons, in nonlocal media. Variational methods allow us to derive approximative values for the rotating frequency, which is shown to depend crucially on the nonlocal response function. Further on, we link families of azimuthons to internal modes of classical non-rotating stationary solutions, namely vortex and multipole solitons. This offers an exhaustive method to identify azimuthons in a given nonlocal medium. ; Comment: 14 pages, 9 figures, 3 movies (external links)