Shrimp, Scuds, Sow Bugs all belong to the Class Crustecea, although they are not really nymphs per se, since they don't hatch into adult insects, nor do they change much during their life.  They do, however, play a huge part of trout's diets.  Check your local streams and lakes, if they support a healthy trout population, then they probably also support crustaceans of some kind.

The muskie shrimp is an excellent imitative patterns of all the aforementioned species.