This can happen sometimes. Make sure that your security software isn't blocking the updates. In such a case you can wait to see if it works next day or download the full version or a .mar (partial or full) update and apply that update yourself.

Thanks for the reply cor-el, but unfortunately I have checked out the firewall a long time ago, making sure that nightly had full web access, and it's still set like that. I'v been updating nightly from nightly.mozilla.org for some time now - can't remember when it started, but, if my memory serves me, it's been since sometime end of last year, and checking in my downloads folder, I believe it started around mid October with the then nightly build 27.0a1, as that's the first full install of the nightly downloads in the block, and I've been running nightly before that. I haven't been able to automatically update since. I can download the nightly builds (full or stub) and install them, but not from the Help/About Nightly message box. If there would be an entry in about:support which would show the error source (why it failed)...

Rusty with Windows but normally the user on any OS needs read/write permissions on Firefox program folder in order for the updates to install.

As I mentioned in my original post, I tried to update it (Help/About Nightly) while running Nightly as admin, but with no luck. Besides, I never changed any privileges, and it updated OK when I first installed it. Admittedly, it's been so long since it failed, but still, I never messed with the -rwx privileges -- and admin has full access and it still didn't work.