Pamlico Pines in New Bern, NC is the closest club to Nags Head.
If you head further south toward South Carolina you will find Coventry ouside of Calabash, NC just a few miles north of Myrtle Beach, SC.
No 'official' nude beaches along the NC coast but the coast and the Outer Banks are sparsely populated and secluded spots are fairly easy to find.
Even though it sounds like you want to be farther north in NC, down in extreme southern NC there is a place called Sunest Beach and Bird Island. The bird Island area is apparently popular for being nude but you still have to be careful. There is a thread about it here in this section of the forum.