This discussion may contain spoilers!
(I posted this same thing on the Steam forums but I wanted to put it here, too, to see what you guys thought of it)
So I think we're all aware that Nick is a determinate character, which means he's not going to make it to the end of the game. Personally I'm bummed by this, because I do like Nick, but it's to be expected. However, I've put a few pieces together that lead to a potentially very upsetting end for him.
If you had chosen to go with Nick instead of Pete, and were talking to Luke after the two of you found him in the shed, he asks you: "What happened back there in that cellar?"
Clementine has the option to answer with: "He wanted to die." Now, if you choose this answer, Luke will say: "Well, it's not the first time he's been like that, but... Pete was his last anchor."
I feel like this is foreshadowing. Luke essentially just told us that Nick has a history of suicidal thoughts, and that the last person who is able to take him out of that mindset is now dead.
Furthermore, right after this (regardless of your choices) Luke tells Clementine to "keep an eye on Nick." Uncle Pete told this to her as well (although, to be fair, he was sort of dying and she was the only one there to tell and... it's not really the same).
Luke put the responsibility of a suicidal grown man in the hands of an 11-year-old girl. Now regardless of whether or not that meant "tell me if he acts funny" or "drag him through the woods while I kick back and relax", Clementine is still a little girl who, while very mature, is still sensitive and doesn't let go of things easily. She's dealt with was scary situations, and she's seen people come and go, but that's still a very heavy and confusing sort of emotional responsibility for a kid to feel that they have.
By the end of episode 2, Luke is missing. If Nick is still alive in your game, Clementine is likely going to feel a sense of responsibility for him, because he's probably not going to take the absence of his friend very well, either. Luke claims that Uncle Pete was Nick's last anchor, but I'd argue that it's actually Luke, as they were friends before the apocalypse and it is clear that they friendship has endured. Regardless, when you get to Carver's community, he's just not going to be in a good state.
My theory is that in a future episode, Nick is going to kill himself. He's going to kill himself, and because she promised to "keep an eye out for him", Clementine is going to be blamed for it, or at the very least blame herself.
Feel free to dispute this or extend on it. I'd just appreciate if you kept any rude comments/jokes about depression and suicide to yourself because that's some weak shit.