I found a website (http://www.niennunb.8k.com/) dedicated to everyone’s favorite Sullustan pilot. It has some backstory, but be warned that this might be made up for all I know. Apparently the planet Sullust is covered with toxic gases and the inhabitants live in a huge network of caverns. They develop an innate sense of direction, which makes them skilled pilots and navigators. The planet is ruled by the SoroSuub corporation, makers of fine high-tech goods. SoroSuub sided with the Empire until the population rebelled, led by Nien Nunb.
The web site also has a .wav file of every line uttered by him in Return of the Jedi:
Abdedu hudiama mudiama mookeya, hah?
Ungueto, puepe tu nu nit.
De muiti bitu deyamo biuti.
Uh, muteguto, huy.
"the infamous laugh"
De dedo du.
Cool, in obsessive sort of way, eh?