There really isn't anything specific. Certain modules like KotS and Thunderspire Labyrinth are designed to be set in specific places in the valley, but that's about it. I think the new product Hammerfast is also designed to have tie-ins to the valley. Overall though WotC has avoided putting out material that specifically develops the Nentir Vale. Its intended to be a template you can use to design an area to start a campaign in, not really a setting.
That being said it is compatible with all of the various fluff that has been included in other books. There is hardly a book that has been released which doesn't contain a fair amount of general background info on cosmology, gods, etc. There are various things like Bal Turath, Arkhosia, etc that are frequently mentioned, various place names, heroes, some very general stuff about the history of Nerath etc. You'll really need to go through the various books and Dragon/Dungeon articles to dig it all up though. And none of it really adds specific details to Nentir Vale.
Basically the valley is pretty close to a blank slate, just 2 towns that are reasonably detailed and a bunch of place names with the bits of adventure hook info that is in the DMG.