Nichols list of credits is remarkable, including Silkwood, Catch-22, Who's Afraid of Virginia Woolf? and The Graduate for which he won an Oscar for Best Director.
On the March 21, 2001 broadcast of Fresh Air, Terry Gross interviewed Nichols about his then-new film Wit based on the Pulitzer-prize winning play of the same name. He identified himself as a 'negative atheist' and said (paraphrased by the contributor) "I never consider what comes after this life, I have no interest in heaven, hell, god, etc..."
A link to the segment which featured Nichols: http://www.npr.org/ramfiles/fa/20010321.fa.01.ram