I think the show was first broadcast on Sky One starting in about 1994 here in England, and as the writeups above said, viewers were left with no idea what was going on when the series was cancelled without warning.
Sky Magazine published a viewer's query about the show and in their reply they stated that the show's producers had 'run out of money' but that the show would continue later in the year.
Of course, the series never surfaced again on Sky One.
Four or five years later, I was flicking through the channels for something to watch and I found the first episode of Nowhere Man on one of those channels that only ever shows repeats (/re-runs).
I got into the series again and watched up to where it ran to the first time around, and much to my surprise, they still advertised next week's show.
Apparently UPN did finish making the series, but by the time they'd realised what a huge mistake they'd made in cancelling it, Sky One saw no point in resuming the series and had already slipped a different show into Nowehere Man's former time slot.
I personally think that the writers chose the perfect ending to the series, considering that so many possible alternatives existed. I also think that the show ended at the right time. I'd hate to have seen it drag on forever like the X-Files...
So... Who wants me to tell them the ending? :)