As far as I remember, I don't think there was a KZ in Nuremburg, but the closest one would be in Flossenbürg, near the Czech border. Nuremburg was the site of the Nazi Rallies and Parades, and I think they held that event every year.
Correction:
After consulting with this map of KZs and other facilities, there was indeed a KZ in Nuremburg.
http://www.mahnung-gegen-rechts.de/p...-1943-1944.gif
It's sad to see so many labour camps within Germany, but odd that most of the crematorium kind of camps were not even in Germany but in Poland.
Translation of legend:
KZ = Labour camps
Vernichtungslager = Extermination camp
Zuchthaus = Jailhouses
Hinrichtungsstat = Places of executions
Groß-Ghetto = Big Ghettos, liquidated after 1942