Apple has added a disclaimer to their iPod nano web page:

To protect your iPod nano and prevent scratches from keys, coins and other objects, use a protective case.

We do not know exactly when Apple added the disclaimer, but IncyWincy’s cache of Apple Italy’s iPod nano page from October 5, 2005, does not contain the disclaimer. A check of Apple Italy’s iPod nano page today shows the disclaimer. Apple introduced the iPod nano on September 7, 2005.

Apple has not yet added a “case” to their list of “included accessories” for iPod nano (Apple does list a “case” as included with the new 5G iPod), although customers report that iPod nano units are indeed now shipping with a protective case.

“Although it has repeatedly denied any widespread problem with scratching on its diminutive music player, reports appeared on the Web Friday that Apple has begun adding a protective sleeve to new iPod Nano shipments,” Ed Oswald reports for BetaNews. “‘The case we ship with the new 5th generation iPod has received great feedback from customers and we are including a similar case with the iPod nano,’ Apple spokesperson Steve Dowling told BetaNews. According to reports, the fabric sleeve is nearly identical — albeit smaller — to those bundled with the newest video-enabled iPods.” Full article here.

[UPDATE: 3:02pm EST: fixed date of IncyWincy's cached iPod nano page.]

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Related MacDailyNews articles:
Worthless iPod nano case that nobody’s going to use, but which indemnifies Apple from lawsuits ships – November 11, 2005
Report: Apple relaxes 5G iPod return policy; to include protective cases with future iPod nano units – October 26, 2005
Apple iPods have always been far too scratchable, protective cases required to keep iPods pristine – September 30, 2005