An integral-direct, iteration-free, linear-scaling, local second-order Møller-Plesset (MP2) approach is presented, which is also useful for spin-scaled MP2 calculations as well as for the efficient evaluation of the perturbative terms of double-hybrid density functionals. The method is based on a fragmentation approximation: the correlation contributions of the individual electron pairs are evaluated in domains constructed for the corresponding localized orbitals, and the correlation energies of distant electron pairs are computed with multipole expansions. The required electron repulsion integrals are calculated directly invoking the density fitting approximation; the storage of integrals and intermediates is avoided. The approach also utilizes natural auxiliary functions to reduce the size of the auxiliary basis of the domains and thereby the operation count and memory requirement. Our test calculations show that the approach recovers 99.9% of the canonical MP2 correlation energy and reproduces reaction energies with an average (maximum) error below 1 kJ/mol (4 kJ/mol). Our benchmark calculations demonstrate that the new method enables MP2 calculations for molecules with more than 2300 atoms and 26000 basis functions on a single processor.