(Assuming XCode 4)
In the “File -> New File…” menu dialog, there is a subsection called “User Interface.”
You will notice in the description of each of the sub-items, it says “An Interface Builder Document.” Those are various types of nibs.
If you’re creating a new ViewController specifically, you can also choose the “Cocoa Touch” section and select the “UIViewController subclass” item. There is a checkbox in the next page called “With XIB for User Interface.” which will create the NIB as well as the associated class files.