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Steve said that the nano has Nike+ built in, so I would assume so.

Though this begs the question, what about bluetooth - because the Nike+ module is essentially a bluetooth chip.
 
There is already a longer thread going about this and while there is still some confusion, all signs at this point show that you still need the full Nike+ Sport Kit and not just the shoe Sensor. You will most likely still need to plug the white dongle into the new Nano dock port. It looks like it has Nike+ support and a specific App like the iPhone 4 and iPod Touch, just no built-in receiver. Many of us were wishing for it to be built-in, but it doesn't look like it is. We were hoping for Bluetooth as well, but my guess is at this point the form factor is prohibitive. Though they wasted time putting a pedometer in it.
 
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