With large-scale integration of renewable energy such as wind power, probabilistic analysis of optimal power flow becomes crucial for the decision-making of power systems. This paper proposes a novel data-driven integrated probabilistic forecasting and analysis (IPFA) methodology for the nonparametric probabilistic optimal power flow (N-POPF), which internalizes the probabilistic forecasting and nonparametric distributional description forms into uncertainty analysis. The proposed IPFA methodology fully utilizes the uncertainty analysis method to guide the model-free nonparametric probabilistic forecasting of wind power, and then conducts the N-POPF analysis effectively based on the uncertainty information contained in historical data. A comprehensive uncertainty evaluation criterion based on point estimate method and information entropy is proposed to assess both the inherent uncertainty and uncertainty influence of input random variables. Then a model-free multivariate probabilistic forecasting method is established to directly support the solving of N-POPF problems with similar historical measurements. Finally, with deterministic optimal power flow problems corresponding to the selected historical samples, a weighted combination approach for the power flow results is developed to derive the quantiles of the output random variables. Comprehensive experiments on IEEE 24-bus and 118-bus test systems validate the superiority of the proposed IPFA methodology in estimation accuracy and computational efficiency.