Do I need to buy USB Blaster with DE0-Nano?
It says clearly on the website:


  The advantages of the DE0-Nano board include its size and weight, as
  well as its ability to be reconfigured without carrying superfluous
  hardware &lt;...>


and


  Configuration Status and Set-Up Elements
  
  
  On-board USB-Blaster circuit for programming
  Altera serial configuration device – EPCS16
  


So no, you don't need an external programmer for this board.