The most common and most likely answer to this crossword clue is the 5 letter word HORSE
I've seen this crossword clue in Financial Times
H
O
R
S
E
More clues leading to the result HORSE
- Husky sounded to be a working animal
- Drug user finally caught in Tube
- Husky-sounding Arab, possibly
- Animal runs into water-pipe
- Animal runs into pipe
- Animal in hospital, sore unfortunately
- Hack possibly putting run in stockings?
- Animal with a sore throat, by the sound of it
- Pipe across top of radiator on which to dry clothes
- Many a white one’s seen from rocky shore
Buddy explains!

The straight part
We know that "Nag" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case nag = horse.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does HORSE mean?
HORSE noun- Any of several animals related to Equus ferus caballus.
- Equipment with legs.
- Type of equipment.
- A mass of earthy matter, or rock of the same character as the wall rock, occurring in the course of a vein, as of coal or ore; hence, to take horse (said of a vein) is to divide into branches for a distance.
- The sedative, antidepressant, and anxiolytic drug morphine, chiefly when used illicitly.
- An informal variant of basketball in which players match shots made by their opponent(s), each miss adding a letter to the word "horse", with 5 misses spelling the whole word and eliminating a player, until only the winner is left. Also HORSE, H-O-R-S-E or H.O.R.S.E. (see Variations of basketball#H-O-R-S-E).
- (among students) A translation or other illegitimate aid in study or examination.
- (among students) horseplay; tomfoolery
- To frolic, to act mischievously. (Usually followed by "around".)
- To provide with a horse; supply horses for.
- To get on horseback.
- To sit astride of; to bestride.
- (of a male horse) To copulate with (a mare).
- To take or carry on the back.
- To place (someone) on the back of another person, or on a wooden horse, etc., to be flogged; (hence) to flog.
- To urge at work tyrannically.
- To charge for work before it is finished.
- Heroin (drug).