Nikon's P6000, that was announced back in 2008, had a built-in GPS but for some reason Nikon did not continue this trend in later models. If I am not mistaken, currently there are no Nikon cameras with built-in GPS capabilities. This is about to change next month, as Nikon is about to announce it's first rugged compact camera that will have GPS capabilities.
Information of upcoming p&s cameras is flowing, but still no reliable info on other products. It will be interesting to see if GPS will be added also in future Nkon DSLR cameras.
Nikon currently offers the GP-1 GPS unit as an accessory for DSLR cameras.