The software ChessBase will probably have all of the full games included in the Nimzowitsch book. But I´d first try the master games database here on chess.com or the games on chessgames.com. Should be free of charge either way.
For simple endgame positions, it is again ChessBase or the board.
I'm trying to use some chess books for improvement - I'm going thru My System first. The only problem is that it takes a while to keep setting up the chess board (and the side analysis off the main line just takes too long) - is there a computer program that I can use to set up the pieces or is the board the only real way to go?
it's funny, Chess630: old masters didn't mind to use their time and hands to set up a board and study and train chess. Even the contemporaries do it, so why didn't you? Anyway you have to go through that in your tournament play. Don't abuse of computers, they are great but you need to touch the pieces.
In the other hand, if you never have gone through over strategic books, My System is a little heavy. I dont know your previous ones, so maybe I'm exaggerating...
Of course, I could be wrong. 
Good luck
IIRC, Nimtzovich himself recomended to analize on two boards: one set for game itself, the other for variations.
What's wrong with using a chess program? Once the initial position is set up you only need one board: all variations, sub-variations etc deviating from the main line or game moves are recorded in parentheses, or italicized etc. And as crazychessplaya pointed out, any ChessBase Big Base or Mega DataBase will most likely have any games going back to Nimzovich's day; it will probably be faster to play through the moves to arrive at the given position than it would be to set it up from a blank board.
pgns of books (already assembled for your convenience) can be had here:
http://www.gambitchess.com/semi/dbbooks.htm
http://wwwu.uni-klu.ac.at/gossimit/c/book.htm
The gambitchess files are passworded but I believe that may be googled.
What's wrong with using a chess program? Once the initial position is set up you only need one board: all variations, sub-variations etc deviating from the main line or game moves are recorded in parentheses, or italicized etc. And as crazychessplaya pointed out, any ChessBase Big Base or Mega DataBase will most likely have any games going back to Nimzovich's day; it will probably be faster to play through the moves to arrive at the given position than it would be to set it up from a blank board.
Absolutely nothing, actually is a great advancement, I use it everyday. What Im critizizing is the lack of will power, just that. And except if you are going to play only online, is ok then just going thru a whole library without touching pieces.
I intervened because is clear he wants to progress (asking for advice is a good sign), but what is trying to do is against the spirit.
No offense intended. For real. 
When I play through books I do everything on a board and when it comes to the analysis variations I play through them on the same board. Once I'm done with a variation or sub-variation I try to reset the starting position from memory.
I have found that doing this is helping to improve my memory quite a bit.
Yes, it takes a long time compared to just clicking a mouse, but I believe it is more valuable to do it that way.
I'm trying to use some chess books for improvement - I'm going thru My System first. The only problem is that it takes a while to keep setting up the chess board (and the side analysis off the main line just takes too long) - is there a computer program that I can use to set up the pieces or is the board the only real way to go?