Nala's father is an unknown lion who left the pride because he new that Scar was going to kill him because he wanted to mate with Sarafina.Nala also had a younger brother who died shortly after their father departure from depression.His depression,Nala's depression,and their mother's depression.Nala's father went to a pride that contained only a few lions who leader died.Thet leader being his brother.His brother left pride rock after being attacked by Scar because his anger got the best of cubsitting.Nala's father became the leader of his newly found pride and was never senn again.
Although the movie makes no mention about other males in the pride, I believe the Six Adventures series does make a few mentions about and several depictions of some, the main one I can think of being Leo, another being Mega.
At the Lion King Reunion in 2004, the directors (Roger Allers and Rob Minkoff) said Nala's father was not originally determined, but that it could be either of our next two prime contenders - Scar or Mufasa.
If Mufasa was nalas dad this would mean however that Nala is Simba's half-sister, an idea that makes us humans a little squeamish. It would certainly account for Nala's bright colors and Priderlander look, plus the leader of the pride in the wild has mating rights with all of the lionesses. Although, surely Mufasa wouldn't quite want Simba to be married to his sister? Perhaps this added incentive for them to be betrothed though, because Mufasa could trust one of his own blood a bit better, but this wouldn't make too much sense either. Why would they interbreed when in the wild lions rarely interbreed?
There is possible proof that Mufasa is Nala's father, however, in the movie, when Nala and Simba argue in the jungle. This is said:
Simba: You're starting to sound like my father.
Nala: Good. At least one of us does.
Doesn't that sound like?
In the physical features section, it would account for her green eyes, but not so much the fact that her fur color is a touch lighter than her mother's. But if Scar was Nala's father, she would only be Simba's cousin - less icky than half-siblings.
There is also another reason to support that Scar is Nala's father - Scar did not kill Nala when he murdered Mufasa/made Simba disappear/took over the pride. Seeing as Sarabi technically has no claim to the throne since her husband, the old King, is dead, and she is not part of the royal bloodline, if Nala was Mufasa's daughter she would be second-in-line after Scar... and a threat.
In wild lion prides, when a new lion takes over the pride, he kills all the cubs and sometimes female adolescents. But Scar did not kill Nala. Why? Perhaps because she is his daughter, and he couldn't risk angering the other lionesses?
This also brings me to the next point though. In The Lion King on Broadway musical, Scar wants Nala as his mate. It'd be a bit wrong to be pursuing your daughter for a mate... but then again, by this stage Scar has gone power-mad.
What are your theories.
That'd be incest. 
My theory is that Ni is Nala's father.
