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
You need to turn off shadowcopy in NUnit to get it to work. To do so, use the /noshadow flag.
e.g. C:\Program Files (x86)\NUnit 2.6\bin\nunit-console-x86.exe MyLibrary.dll /noshadow