Nacimiento is Spanish for nativity. The concept of the manger scene is supposed to have come from St. Francis himself in the 13th century and the idea and form seem to have migrated to the Americas with Spanish priests in the 1700's. As the missionaries went about their work, they slowly introduced the concept into the pueblos where they were working. The potters of each pueblo, in turn, adapted the concept to their local conditions (clays, colors, etc.) and now we see nativity sets with multiple pieces (representational forms of Mary, Joseph and a baby are required pieces). Sets that depict Mary, Joseph and a baby on a donkey are also classed as nativity sets, but under the general term "Flight to Egypt.".
Generally, nativity sets come from Jemez and Santa Clara Pueblos but there are a few out there from Cochiti, Isleta, Zuni and other pueblos. The Navajo also make a few nativities but I have yet to see one from Hopi.