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.
After consulting with this map of KZs and other facilities, there was indeed a KZ in Nuremburg.
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