Nature Publishing Group journals don't submit articles automatically to PubMed Central, so don't appear on the NIH's Journals That Submit Articles To PubMed Central list.
However, as per the NPG author license policy,
When a manuscript is accepted for publication in an NPG journal, authors are encouraged to submit the author's version of the accepted paper (the unedited manuscript) to PubMedCentral or other appropriate funding body's archive, for public release six months after publication. In addition, authors are encouraged to archive this version of the manuscript in their institution's repositories and, if they wish, on their personal websites, also six months after the original publication.
See also the ROMEO page for NPG, which confirms compliance with all the Open Access mandates produced by funding bodies so far (though it doesn't include the new ERC mandate yet).
[BTW, the 'offprint request' bookmarklet works well on NPG article pages. Might be worth updating that to give more of a reminder to deposit articles in PubMed Central.]