Theory:Unknown assassin

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Theories

Theory	Citations	Notes
Nathan's assassin is Noah Bennet.	Noah made a deal with Bob and the Company. The assassin shot Nathan when he was about to reveal the secrets of the Company and the existence of evolved humans. (Powerless)	+ Noah Bennet is once again working with the Company to ensure his family's safety. Since Nathan was the father of Noah's adoptive daughter, the Company probably sent Noah specifically to perform this task in order to prove that he truly is loyal to them. + The way the assassin walked and carried himself is similar to that of Noah. The assassin also had his hair and clothes. - The assassin was wearing a hat, so the hair isn't conclusive. Also, we've seen several characters wear black full-length coats. + The assassin might have worn horn rimmed glasses. Noah wears them. - Purely speculation. We've only seen the backside of the assassin. He could have been wearing a clown nose and facepaint for all we know. • The next volume is titled "Villians" meaning that Noah could go back to the side of evil. - The title of the volume does not always have a direct meaning, Volume 2 (Generations) did not have any major events linked to the name. + The gunshots are very similar to those heard when Noah killed Thompson. - A number of characters have carried company issued guns, including Noah, Mohinder, Eden, and Isaac. The company could have given a similar gun to anybody, even a brand new character.
The assassin is Sylar.	None	- Sylar probably wouldn't care if evolved humans were revealed. It might just give him more potential victims. - Sylar was on the run from Elle and was injured. - Sylar was in New York. - Sylar would be unable to become president with Nathan killed publicly. + The Assasin is similarly built, has similar hair and has been known to wear near-identical clothes. + In the Dark Future, Sylar had killed Nathan. - He had also taken his brain, which he would be unable to do because of the witnesses.
The assassin is Peter from the future.	None	+ The assassin had a similar haircut (albeit covered by a hat), build, and gait as Peter. • How can you tell what the assassin's haircut was if it was covered by a hat? + Peter has the ability to time travel. If something negative happened in the future due to Nathan's revelation, Peter could go back and prevent it - even if it meant taking his brother's life. + If Angela was determined to keep The Company secret, and she knew of Peter's ability to time travel (possibly through Kaito), she could have sent a message through time to Peter's future self asking him to prevent the revelation. + Nathan's last words were "Peter." He might not have been calling out to his brother; he might have seen the assassin in the crowd, and was trying to tell the present Peter that the killer was him. - Future Peter would not risk being seen on all of the television cameras and by witnesses when he could have easily met Nathan in the hallway where he would have been out of the limelight for an easy kill and a phase back out. + Future Peter, like Claude, has the ability to make himself invisible, and other abilities (telekinesis, perhaps even persuasion or technopathy), to make others ignore him or unable to record his image. Given Nathan's near-admissal of his ability, proper planning of time and place was not a factor in his assassination.
The assassin is Arthur Petrelli.	None	• The assassin might have worn horn rimmed glasses. Arthur Petrelli also wears them in the Group of 12 photo. - He is dead. • The Company has Claire's blood which can bring back the dead. • If Arthur was cremated, then there's no hope. - All of Claire's blood was used on Noah, Sylar and Maya. - It is highly unlikely the Company would bring back someone from the dead just to assasinate someone.
Claude is the individual who shot Nathan.		+ It is rumored that Claude will return in Season 3. + If the killer could be seen, the cops would have gone after him/her. - If the man shown walking away is implied to be the assassin, then it also seems to imply that Matt saw him, if the assassin was Claude, he would most likely be invisible to Matt. - Claude has no reason to kill Nathan. He opposes the Company, and wouldn't do their dirty work. And he doesn't need to fear exposure, since he can just hide by staying invisible, the way he always does.