So here's what I did. I've gathered a list of official fey creatures produced by WotC/Dragon/Dungeon and have outlined them here to what I think they embody, supposed to embody, or some other reason why nature spawned them or they have such a tie to nature.
These are written either because it's actually written in their entry or I've read their description and used artistic license to formulate the rest. Quite a handful of them out there, I've noticed, but still not as much as I'd like to see:
---------------------------------------------------------------------------------
MONSTER MANUAL I
Dryad: Nature spirit tied to a particular tree, probably representing the embodiment of such plants.
Grig: Sprites that seem to embody the whimsy of nature and serve to keep the forests defended.
Nixie: Sprites who're embodiments of pristine ponds and small lakes and guard such areas.
Nymph: Embodiments of nature's entrancing beauty.
Pixie: Sprites that embody the flighty aspects of nature. Their enjoyment in stealing from the rich might be a representation of the fact that material possessions are unnecessary to nature.
Satyr: Embodiments of nature's strong passions that border on the hedonistic.
MONSTER MANUAL II
Jermlaine: Not sure their reason of ties to nature. Maybe nature's embodiment of the nuisances and threats it can subtley cause to others? Since they live underground, maybe the lowest representatives of nature's darker side.
Ocean Strider: Embodiments of the wide open seas, serving as guardians of the seas and oceans.
Sirine: Unsure about this one, too. Seems more like the sirines are more of the embodiment of those who can live wholly and as one with the waters?
Spirit of the Land: Incorporeal spirits that are attached to a large region of land and utilizes the environment to protect the region from harm.
MONSTER MANUAL III
Glaistig: Warped water spirits who hunger for the blood of mortals. A representation of nature's darker side of the lakes, rivers, and ponds maybe?
Petal: Nature's servants and messengers of more powerful aspects, embodiments, and representatives of nature.
Ragewalker: Embodiments of the natural forces of war and combat.
Redcap: Embodiments of the tortures and pain nature can suffer on others.
Shimmerling Swarm: Swarms of spirits drawn from nature's colorful aspects that can be both hypnotizing and deadly.
Splinterwaif: Nature's symbolism given form as creatures who seem to represent the vengeful anger nature has over civilization, possibly?
Thorn: The guardian warriors of nature and its fey.
MONSTER MANUAL IV
Joystealer: Embodiments of nature that fed off the emotions of others.
Lunar Ravager: Embodiments of nature's viciousness.
Verdant Prince: Representatives of the cruel and twisted temptations nature will give to strike at those it hates.
FIEND FOLIO
Feytouched: Humans with a touch of fey ancestry.
Fossergrim: Nature spirit tied to a particular waterfall, probably representing the embodiment of such natural phenomenon.
Half-Fey (Template): Creatures whose parent was a fey.
Kelpie: Murderous nature spirits of shallow waters that represent the bloodthirsty aspects of nature.
Oread: Nature spirit tied to a particular mountain, probably representing the embodiment of such rock formations.
Shadar-Kai: Fey creatures with ties to the darkness and shadow.
Spriggan: Former gnomes that were twisted by nature's darker aspects into a mockery of its former self.
Wendigo: Embodiment's of the cruelty the cold environments can bring to its victims.
D&D OFFICIAL WEBSITE
Bile Wrapped in Beauty: Nature spirits spawned from the elements of acidic substances found in nature, representatives of caustic suffering and pain.
Boggart: Nature spirits that are the manifested will of nature's wanton lusts to lure victims to their death.
Brownie: Helpful forces of nature who assist those in their homes secretly.
Caliento: Fey creatures with natural ties to heat and fire.
Forestfolk: Natural forces of the sound waves emitted from nature, with sonic abilities.
Glitterhaunt: Embodiment of the beauty and mystery of all that glitters in gemstones.
Hoarfroster: Embodiments of ice formed from nature's hatred.
Leanan Sidhe: Manifestations of the gifts and inspiration nature grants.
Malgoren: Embodiments of nature formed by the deepest reaches of the earth.
Murderjack: Represenatives of nature's sadistic and bloodthirsty behaviors.
Nuchlavis: Vile fey with ties to the salt-waters that seem to be the embodiment of the ugly aspects of the waters.
Rime Sprite: Natural aspects of the cold regions that play cruel pranks along arctic coastlines.
Siabrie: Embodiments of the desert and wastelands, serving as guardians of such arid regions.
Sleeping Blossom Sprites: Nature's aspects of fey who seem to embody the lulling beauty of flowers and gardens.
Storm Rider: Embodiments of the quick, destructive power of lightning and storms.
Unseelie Nymph: A twisted mockery of nymphs
DRAGON/DUNGEON MAGAZINE
Chaneque: Mischevious sprites spawned by the elements of the earth.
Changeling: Similar to feytouched but different abilities. Not sure what the differences are in heritage?
Crystalline Cat: Fey creatures that may possibly be embodiments of the natural beauty of crystal formations?
Force of Nature: Raw power of nature in the aspect of a dragon.
Gruwaar: Ancient fey, beyond the establishment of the Seelie and Unseelie Courts, whose motivation is simply manipulating grand and dramatic schemes to watch unfold into chaos.
Half-Nymph: Self-explanatory.
Half-Satyr: Self-explanatory.
Shadowvig: Sprites corrupted by the Shadow Weave.
Spirit of the Woods (Template): A force of nature with sentience and great power, but no form. Despite its name, these spirits are not limited to woodlands. There are spirits of the deep, spirits of the plains, spirits of the mountains, and so on.
Springheel: Embodiments of senseless violence that plagues civilization.
Wild Watcher: The natural world's fey champions, incarnations of nature's desire to protect itself from the most vile of catastrophes.
DEITIES&DEMIGODS
Faun: Creatures tied to nature closely and living in harmony with its musical beauty.
ORIENTAL ADVENTURES
Bajang: Corrupted nature spirits tied to the forces of the trees.
Bisan: Dark nature spirits tied to a tree like dryads.
Nats (Einsaung Nat, Hkum Yeng Nat, Lu Nat): A group of spirits who live in harmony in warm forested areas.
Nature Spirits: Powerful forces of nature given life to guard large regions of land or special geographic areas.
Yuki-On-Na: Possibly spirits of shamans living in cold regions whose close ties with the nature spirits spawned them after their death.
DRAGON COMPENDIUM VOLUME I
Seelie Court Fey (Template): Fey who've entered as members of the elite Seelie Court, the nobles of all fey kind.
Unseelie Fey (Template): Fey who're outcasts of the Seelie Court but members of the more darker Unseelie Court ruled by the elite of the Queen of Air and Darkness.
EPIC LEVEL HANDBOOK
Hoary Hunter: A force of nature's cold environments preying on the weak as it hunts down its quarry.
leShay: The original "elves" and ancient, powerful beings of nature's forces.
MAGIC OF INCARNUM
Duskling: Representatives of a fusion between nature and incarnum.
HEROES OF HORROR
Bog Imps: Cruel creatures that represent the malicious dangers of the swamps.
Gray Jester: A force of nature that feeds on joy and laughter while it drains it away from its victims.
RACES OF THE WILD
Killoren: Embodiments of nature's patience and power along with its ambition and aggression towards humanoid races.
FROSTBURN
Domovoi: House spirits who embody the will to survive in shelters during nature's raging power.
Rimefire Eidolon: Remnants of an ancient cold nature deity.
Rusalka: Embodiments of nature's numbing chill of the waters in cold regions, luring its victims within.
Spirit Animal (Template): Natural manifestations of the collective will of animals that lived and died in nature as they were intended.
Uldra: Arctic fey living in harmony with the natural world's regions that're covered in cold and ice.
Vodyanoi: Similar to the rusalka, only its nature's embodiment of a more direct force then a tempting one.
SANDSTORM
Mirage Mullah (Template): Fey nobles that rule fey oases in the barren regions of sandy deserts.
STORMWRACK
Nereid: Natural embodiments and forces of the waters that reside on the Elemental Plane of Water.
CITYSCAPE
Zeitgeist: Generated by the natural lives and emotions of those living in an urban center.
MONSTERS OF FAERUN
Hybsil: Small woodland creatures tied to and devoted to the deities of nature.
UNDERDARK
Gloura: Good-natured fey creatures tied to the forces of the Underdark environment.
UNAPPROACHABLE EAST
Telthor (Template): Spirit animals bound to the lands of Rashemen.
---------------------------------------------------------------------------------
I believe that's all of them. Could be missing a few. Let me know if I am.