Nomad has carried several treasures in his many years and through his 3 separate lives. There are several that stand out in his mind as to which he'd treasure most, but if the question was put to him, it would have to be categorical.
First off, his daughter Zora will always be the greatest treasure in any world to him. Second to her will be the memory of his wife, Orianna. Thirdly, and something that will remain a secret for as long as he can keep it such, will be the friend's he's made along the way. These aren't business associates or connections, but people he's genuinely bonded with but felt he was forced to keep at a distance. Angus and Atka are two immediate examples, however Kal and Honorine also stand out. Though he'll never say it, people like that remind him there's still good in the world and it's worth fighting for.
In terms of material possessions, there are 3 items/trinkets he always guards fiercely. The first is from Celestia, and it's a shard of a heavenly crystal from his armor that was fractured during the ambush that cast him into Hell. While being captured by devils, he managed to hide the crystal fragment by stabbing it into his own body and lining it behind his ribs. When he escaped, he made an amulet out of it and has since etched the symbol of Torm onto the crystal's surface. The second is a brass coin he carries with him at all times. Whenever he returns home, he gives it to Zora just as he used to for Orianna. It's a signal that all is well and that it's safe for him to see them again. The last item is the broken hilt of the sword he was given by Hell when he was transformed into a creature like Zariel to be unleashed against demons and angels. The weapon consumed its victims entirely, reducing them to nothingness, indiscriminate of the souls it absorbed. To Nomad, this is a heinous blasphemy, as the soul is the only thing that truly embodies a being's immortality and arguably, it's connection with higher powers, gods or otherwise. To destroy that is sacrilege in his eyes, and after he was relieved of the weapon by the Raven Queen, the broken hilt of what remained is something he vowed to carry that no one else would ever wield such a dreadful power ever again.