He was the ne'er-do-well criminal brother of Lady Holiday in The Great Muppet Caper. A profligate playboy and sponger, Nicky has a parasitical relationship with his sister. Unbeknownst to her, Nicky is a notorious jewel thief in cahoots with models Marla, Carla & Darla, and the mastermind behind the theft of her own jewels, prior to an attempt on the Fabulous Baseball Diamond.
However, Nicky is blindsided by an encounter with Miss Piggy, whom he soon develops a passionate affection for. His desire for Piggy is outweighed by his greed, however, leading him to betray her.
Called upon to explain his motivations, Nicky responds, "Why am I doing this? I'm a villain, it's plain and simple."
Eventually, Nicky and his accomplices are arrested.
Nicky Holiday was played by Charles Grodin who did his own singing, an irony because Miss Piggy tells him his voice "was dubbed."