Alone...let you alone...let you alone.
This is heard at the start of the factory levels, indicating the Alien Slaves not attacking you.
Comes another.
Another one will come. What exactly remains to be seen (incidentally, I always thought it said: 'Comes...the lover'...not then

)
Deceive you...will deceive you.
Probably refers to the G-Man, and that what he says isn't what he means.
Die...you all die...you all die.
Nihilanth puts on a threatening attitude.
Done...what have you done...
Freeman sure makes a mess on Xen, and this is Nihilanth's response.
Freeeeeeeeeeeman!
Nihilanth calls out to you.
The last...you are the last...you are.
Perhaps Nihilanth means to say Freeman is the last thing standing between Earth and total destruction?
You are man...he is not man...for you he waits...for you.
Nihilanth says you are a man, and 'he' is not (refers to G-Man). G-Man waits for Freeman to take out Nihilanth before he steps in.
Now die...now die...now.
Again, Nihilanth threatens Freeman.
Their slaves...we are their slaves...we are.
Now this is interesting. This would indicate that the entire Xen race has been enslaved by a superior collective. Perhaps the Combine?
The last...I am the last.
Nihilanth says he is the last one that remains. Maybe he indicates that there exists more than one Nihilanth, but they've all been wiped out by the superior race (Combine?), and he is the last one. Or it could mean Freeman's at the end of his 'mission', and Nihilanth is his final goal.
The truth...you can never know the truth.
Freeman does what he does, but is kept in the dark by the G-Man. He is oblivious to the bigger picture.
Thieves...you all are thieves...you all are.
Nihilanth accuses the survey groups sent to Xen (and thus, humanity) of stealing resources and materials to be tested upon in Black Mesa.
Win...you cannot win.
Another threat.