Gravelord Nito is located at the end of the Catacombs, and at the end of Tomb of Giants. It may be a hard process to get to him if you don't have the Dark Lantern. After defeating the Pinwheel boss in the catacombs, you will find a ladder that takes you into the Tomb of Giants and everything will go pitch black. Carefully follow the colored markers and make your way lower into the Tomb until you come to a small walkway outside to another cave. Inside this cave will be full of pinhweels, but the door to Gravelord Nito is at the top.
When you enter his room you will have to drop down a bit taking damage. Heal it up. He will begin the battle by summoning multiple small skeletons and giant skeletons. Kite them around and away from Nito, then rush in for a few hits. Back off when they start to come back or hold your guard button when you see him charging a dark attack - it's possible to block. Rinse and repeat until Nito is defeated.