I never could take kindly to Nancy...they made her WAY too bad...almost as stated above, a psychopath in her coldness. She would smile and sneer even when other "bad" children would start to look guilty torturing someone. She locked a girl in the ice house and didn't care at all...I don't think the writers understood that being that callus is beyond what they ever did with Nellie. She was sneaky, conniving, etc. but not someone you didn't understand.
Nancy is just unlovable and her screeching of "mother" is just annoying, not funny.
I wish they had Harriet adopt someone who was somewhat spoiled afterwords but more believable. The best show was when they dunked Nancy at the "mermaid booth". The most human she was all season.