We study nonlinear cavity arrays where the particle relaxation rate in each cavity increases with the excitation number. We show that coherent parametric inputs can drive such arrays into states with commensurate filling that form non-equilibrium analogs of Mott insulating states. We explore the boundaries of the Mott insulating phase and the crossover to a delocalized phase with spontaneous first order coherence. While sharing many similarities with the Mott insulator to superfluid transition in equilibrium, the phase diagrams we find also show marked differences. Particularly the off diagonal order does not become long range since the influence of dephasing processes increases with increasing tunneling rates.