.NU is a country code domain. It is assigned to the country of Niue. Some countries have chosen to allow open registration of their domains, and the prices vary because they are set by the companies that sell them.
Generally, country code domains are more expensive than getting a .com / .net / .org / .info.
.US is a country code but not expensive.
.TM is one of the most expensive. Minimum $1000 per registration.
More info about all the country codes can be found at
http://www.namefaqs.com/question/qstId/10.html 
