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We use a random pinning procedure to study amorphous order in two glassy spin models. On increasing the concentration of pinned spins at constant temperature, we find a sharp crossover (but no thermodynamic phase transition) from bulk relaxation to localization in a single state. At low temperatures, both models exhibit scaling behavior. We discuss the growing length and time scales associated with amorphous order, and the fraction of pinned spins required to localize the system in a single state. These results, obtained for finite dimensional interacting models, provide a theoretical scenario for the effect of random pinning that differs qualitatively from previous approaches based either on mean-field, mode-coupling, or renormalization group treatments.