General Information for Nightmare as Alien
If you haven't watched any Alien movie yet, do it quickly. Marines react to sound your claws make on metal surfaces. That's one reason why Aliens move very, very slowly until they are spotted. Target only marines who are separated from their squad mates, so that you have enough time to execute the Stealth kill because even if it is called stealth kill, the sound of the screams attract attention.
Use the rooms to your advantage, find dark corners to lure Marines with and dispatch them. Escape after a kill, preferably by climbing walls and/or ceiling. Remember that you can jump to any surface if your crosshair becomes highlighted. Pouncing Marines after they are aware of you will often be blocked on Nightmare and Marines may even spot you more often if you walk on the ceilings in the light. To trick marines who have motion trackers, just stand still. Even turning around is dangerous. After a while the marine will follow his routine again, just be patient.
Level 2 Colony:
The only challenge here is the last room with 5-6 Marines. Stay on the ceiling and destroy the lights in the middle and the proceed forward and position yourself above the walkway which is in the dark with one light. Destroy it and kill the marine. If you are lucky someone will investigate the mate's death and he could join him. Try to lure them there or separate them any way you see fit.
Level 3 Refinery:
You enter a large room. You have one walkway with 2 Marines on it. Next to the one near you on the lower level is a civilian and a marine. Kill the one on the walkway fast, since the part is dark already then jump back to the ceiling. Now kill the one on the lower level or wait until the second on the walkway has finished his investigation. Once the one on the lower level is dead, another one should check his disappearance and becomes the next prey. Now there should only one marine left near the exit. Jump behind him from the ceiling, which makes only little noise at all and kill him.
Mission 4 Jungle:
Once you are trapped, destroy the lights. Behind the crates on the right is a gas canister. Hit it and after it explodes you have a new exit in form of a vent. Now get out and kill the marines from behind instead of fighting head on.
Mission 5 Ruins:
Killing the synthetics should not pose much of a problem, just be careful to give them some extra hits when they are down on the floor as a immediate grab could be prevented. To kill the Predators, take your time. Never attack any of them if you have taken a bit damage. A successful counter and a grab from them can kill you.
Once they jump down either pounce them or give them a heavy hit. If you have the chance to perform a grab do it! Of course you can't kill them with it, but they take a good chunk of damage. If you want to pounce them NEVER do it from the front only from behind or you have a high chance of being countered. Good luck with it.