Nikon has long supported tethering of its cameras (computer control). Indeed, the tethering we use today grew out of film SLR camera controls put in place due to Hollywood requests several decades ago.
Generally you connect your camera's USB port to your computer's USB port, which means USB 2.0 speeds on most cameras. There are a few exceptions: the D800 has a faster USB 3.0 port, the D4 has an Ethernet port, and both support tethering on those ports. Wireless tethering is only supported by the WT# options, not currently from the WU# options. Nikon has removed the Firewire support in the tethering code recently, so the older D1 cameras are usually no longer supported in tether mode.
Here are some of the current tethering options:
- Nikon Camera Control Pro — (Macintosh/Windows) Nikon's own US$180 offering, and as usual with Nikon, a bit of an awkward product in terms of design, and some people have stability issues with it. Also allows setting camera controls, including Custom Settings. The tethering really requires you to have Nikon ViewNX2 installed to be able to see the images as they're taken, but the Live View screen is within Camera Control Pro itself. Order from B&H (advertiser link)
- DigiCamControl — (Windows) A free program that goes a bit further on the "control" side, as it allows you to control multiple cameras simultaneously and has it's own image browser built in. Also has sequences, bracketing, time-lapse, and focus stacking abilities, and supports mobile devices as camera triggers. This is an Open Source project covered by the Gnu license, so the source code is available.
- Sofortbildapp — (Macintosh) Available at the Apple App Store (though check Web site to see if their isn't a newer version), this product has automatic import into Aperture, iPhoto, and Lightroom amongst other interesting features. It can perform HDR bracketing, for instance. Very Macintosh-like, and now pretty stable, this free program supports most recent Nikon DSLRs (D3 and later, D300 and later, D5000 and later, and all higher models implied by that).
- Camranger — (Macintosh, iOS) This US$300 product is a combination of hardware and software, consisting of a small WiFi module that plugs into the camera's USB port and software on an iOS device or Macintosh that does the controlling and communicating with WiFi box. This allows for wireless connections up to about 150 feet (50m). A well designed application allows you to do more than just watch the Live View and take pictures and capture them on the tethered device: you can get histograms, perform focus stacking, bracket, tap to focus, record movies (some cameras), do time-lapse, perform bulb shooting, and set many camera parameters from your remote device. Not all features work with all Nikon cameras, and like Sofortbildapp, only the most recent Nikon DSLRs are supported. Windows and Android versions are in the works. Order from B&H (advertiser link)
- SmartShooter — (Macintosh, Windows) Another tethering program, SmartShooter is a US$50 program that has two specific features you might not find in the others: recording of Live View output as JPEG stills (series of frames), and automatic control of the tether session through scripting. Works with pretty much all the Nikon DSLRs since the D40 (though some older models may not have Live View support; heck, the cameras themselves don't have Live View ;~).