This page describes Nightmare's Battle Style in each of the games in which he appeared.
Soulcalibur[]
Fighting style largely borrowed from Siegfried's fighting style. It utilizes somewhat slow, but high damaging attacks along with stances.
Soulcalibur II[]
Mostly same as in Soulcalibur, with a few changes.
https://www.youtube.com/watch?v=a9IvbBHPHhM
Soulcalibur III[]
Nightmare's fighting style has changed since Soulcalibur II, though still similar to Siegfried's fighting style, it has become faster and more brutal. Between the two characters, Nightmare would be more of a "Berserker", with fast and powerful attacks. The drawbacks of Nightmare's fighting style would be that it leaves openings in or after a number of his attacks, leaving him open of a counter if the opponent is fast enough.
https://www.youtube.com/watch?v=CM5e7wEILTg
Soulcalibur III: Arcade Edition[]
Same fighting style as in Soulcalibur III.
Soulcalibur IV[]
Nightmare's Soulcalibur III move set was improved upon in Soulcalibur IV, notable changes include:
He is the only character in Soulcalibur IV with a form of Soul Charge.
His moves also seem to flow much better than in III.
Quite a few moves have different inputs and animations.
He has some better close range punches and kicks.
https://www.youtube.com/watch?v=Hu9DpAutP-k
Soulcalibur: Broken Destiny[]
Nightmare plays the same as he did in Soulcalibur IV, though he does have one new guard break attack which can be performed by inputting the R button (default control settings).