Nillo also danced in Broadway and film musicals, including Great to Be Alive, Out of This World, Maggie, Goldilocks, and The Vagabond King.
In the late 1930s, he danced with the Chicago-based troupes Page-Stone Ballet, Graff Ballet, and the Federal Theater Dance Project. After moving to New York he studied ballet with Anton Dolin, Antony Tudor, and Edward Caton and modern dance with Hanya Holm, and joined Ballet Theatre, ABT's first incarnation, in its inaugural season in 1940.
Nillo was not a principal dancer with ABT, but danced in such varied ballets as Giselle and Billy the Kid. After World War II, he focused on musical theater.
In 1976, he moved to Hollywood, where he taught dance and fitness.