We consider finite element discretizations of Maxwell's equations coupled with a non-local hydrodynamic Drude model that accurately accounts for electron motions in metallic nanostructures. Specifically, we focus on a posteriori error estimation and mesh adaptivity, which is of particular interest since the electromagnetic field usually exhibits strongly localized features near the interface between metals and their surrounding media. We propose a novel residual-based error estimator that is shown to be reliable and efficient. We also present a set of numerical examples where the estimator drives a mesh adaptive process. These examples highlight the quality of the proposed estimator, and the potential computational savings offered by mesh adaptivity.