Ironically Nalbandian's best chance to win a grand slam was the one Andy Roddick won, the 2003 U.S Open. He had MATCH point in the 3rd set tiebreaker, had been outplaying Roddick all day, and he just couldnt finish it, fell apart in the 4th and 5th sets, and that was it. Roddick in the final played a very tired Ferrero who was handcuffed by some ridicilous scheduling and Roddick overpowered him and cruised. Nalbandian (and Roddick for that matter) would have a great shot vs Ferrero on a fast hard court in any case, but in Ferrero's condition Nalbandian would have been a virtual certain to win. That was Nalbandian's big opportunity to win a slam, it didnt happen, and it isnt going to come again for him.
Another was the 2006 Australian Open where he choked multiple times vs Baghdatis in the semis and lost a match he never should have lost given all the leads and chances he had., and where Federer who was clearly in subpar form at that event was waiting in the final. That was probably the only slam Federer won so far where he lost sets in 4 straight rounds, even with a relatively tame draw.
I guess another might have been the 2004 French Open where he played a horrible semifinal vs Gaston Gaudio, a player he was very capable of beating even on clay. The in the final a choking Coria was waiting.