Nelson's installations always only exist for the time period of the exhibition which they were made for. They are extended labyrinths, which the viewer is free to find their own way through, and in which the locations of the exit and entrance are often difficult to determine. His "The Deliverance and the Patience" in a former brewery on the Giudecca was in the 2001 Venice Biennale. In September 2007, his exhibition A Psychic Vacuum was held in the old Essex Street Market, New York. Essays on Nelson's projects, '24A Orwell Street King's Cross Sydney' and 'The Deliverance and the Patience' have been written by artist/curator Richard Grayson.