Or had lithium batteries, or just really good rechargeable ones.
The Nomad also has a control port for two players
I use to have a site, nomad.org.au and was making a compatibility list... kinda wish I didn't axe it now. Like James said, all the early games work, the later ones do to. They mainly seemed to region lock games around the mid life of the system. This is a game by game thing though, and more the bigger budget games for the most part.
Also you'll find the Nomad can play Jap games. The only one I had though was Double Dragon II as it was completely in English.