According to this schema VS2010 Premium and Ultimate has a tool for checking Code Coverage - together with a few other testing tools. Does this support nUnit too, or just MS
It's doable, but requires a bit of setup. I just got it working with xUnit. Presumably the below will work with NUnit too.
For this to work, you'll need three projects
A VS Test Project -- VSTest
Now when you run the VS2010 test, it'll correctly instrument the test dlls, run the code runner and gather the info into Visual Studio.