Nitro Splicers appear quite early in the game and are easily recognisable as they throw molotov cocktails at the player. They appear in the Medical Pavilion and you will encounter them frequently in Neptune's Bounty.
Unfortunately they start appearing less and less as the game progresses although you should encounter 1 or 2 in the later levels. If you are having trouble finding these it may be worth backtracking to Neptune's Bounty.
As with all subjects you must fill the research bar FIVE times. The bonuses for the Nitro Splicer are as follows:
1. Increased damage +
2. 15% chance a Nitro Splicer's grenade is a dud
3. Increased damage ++
4. 35% chance a Nitro Splicer's grenade is a dud
5. Increased damage +++
If you accidentally kill one before taking a snap then remember you can always photo the corpse.