"You won't get away from us this time!"— Nigel Cutthroat(src)
"This isn't over. The rest of the Thieves Guild will find you..."— Nigel's last words(src)
Nigel was a member of the Thieves Guild. He led a band in order to retrieve a relic held by Sasha (and also apparently after Lyndon, a former Thieves Guild member). He was killed by Lyndon and the Nephalem, declaring that "the rest of the Thieves Guild will find you."
Nigel is encountered in the Fields of Misery in Act I, during the quest "The Broken Blade." In combat, he is Fast, has Extra Health, and summons Brigands to his aid. When he is killed, all remaining Brigands flee.
In an update, the loot he dropped was lowered in quality.