There is only one file type that uses the .NZ extension:
NanoZip Compressed File
Compressed archive format created by NanoZip, an experimental file archiver for Windows and Linux; provides lossless compression.
NanoZip uses only a single thread for archiving and allows parallel processing on several levels. It provides independent threads for file reading and writing and architecture that allows the archiving process to be run in multiple branches.
Updated: November 23, 2015