Mwhahaha.. cough cough*.. I mean.. Hey there, welcome to my Nocturne Guide!
This is my first guide ever, so please tell me what this guide lacks in and what you don't understand with comments.
First of all, a little introduction to Nocturne. Who's that?
Nocturne can be played as Bruiser, normal Laner or Jungler. Let's see one by one these classes:

Bruiser

Nocturne is often focused in Team fights, because if built full AD is squishy and deals lots of damage. So, when I need to, I build Nocturne as a bruiser to resist in Team fights and still deal good damage. I build Nocturne as bruiser only when opponent team is full damage AD+AP (no many tanks) and only when my early game isn't going well.

Laner

This is the normal build you should follow if not jungling and if enemy team is squishy. This build gives you the opportunity to one-shot that stupid Teemo and to do easy multi-kills. Remember though you are very squishy, and you will be focused after that stupid Evelynn has died. With this build, never initiate fights, but always come in for the last hits and kills.

Jungler

Best build you can do. Why? Because Nocturne is probably the best ganker ever, before and after level 6. If buying a Cloth Armour and 5 Health Potions, you shouldn't have any problems at all cleaning the Jungle in early game.

PROS

- Best ganker in LoL in my opinion pre and post level 6;
- Heavy damage in early game, good damage in late game even if not fed;
- Presence in Map with Paranoia;
- Wonderful Shroud of Darkness to block Karthus Requiem
- Duskbringer, Shroud of Darkness and Unspeakable Horror can be used both offensively and defensively;
- Evil;

CONS

- Without Red Buff his ganks are not really that good;
- Immediately out of Mana when activating his abilities;
- Focused because of his high damage in late game (that's why you should build him tanky);
- As Jungler 100% depends on Duskbringer;
- Usually get separated from team;
- No CC (except Unspeakable Horror, which lasts for only 1-2 secs though);

Bruiser

Heal + Flash

Laner

Ignite + Flash

Jungler

Smite + Flash

Why?
I always take Flash because it's good for escaping, chasing and whatever you want. Works great with Paranoia: sometimes when I activate my R, someone flashes and gets out of my Paranoia range, so I flash to be able to launch me to the enemy again. You can use Ghost instead of Flash if you prefer.
As a Bruiser I take Heal, but I think Ignite, Exhaust and other offensive and defensive spells work great too.
As a Laner I take Ignite to max out damage, but (like Bruiser) you can pick whatever you want: Exhaust, Heal and I even saw some Nocturnes with Clairvoyance, to get back that boring Ezreal who gated over the wall and it's not visible anymore.
As a Jungler, Smite + Flash or Exhaust.

Nocturne is a melee-assassin, so you always have to have at least 9 points in offense.
As a Jungler, I recommend you to have 21 points in Offense for great damage. The other points can be used to gain even more Attack Damage, but I won't recommend that, or you can use them on Utility for all stuff like Mana, Manax5, Speed and Relic. To be honest, when jungling I use 21|9|0, because I prefer building Nocturne more tanky, but that's up to you.
As a Laner I suggest you to pick full Attack Damage for high effectiveness. Also now a 21|9|0 mastery page can be used, to have more armour to stay longer in lane.
As a Bruiser, it's a must that you go for a 9|21|0, to have enough Attack Speed, Attack Damage and Armour Penetration in Offense, and great life and armor in Defense.

MARK

Greater Mark of Desolation x 9 it's a must for Nocturne, whatever you build him.
If you really don't want Armor Penetration, which is foolish, you can buy Greater Mark of Attack Damage (recommended just for their cheapness) or you can get some Greater Mark of Attack Speed among with Greater Mark of Desolation (3x Alacrity, 6x Desolation max).

SEAL

There aren't many Seal Runes that are perfect for Nocturne, so I suggest you getting Greater Seal of Armor because of the nice bonus armor. You can also get some Greater Seal of Attack Damage or Greater Seal of Attack Speed, but I won't recommend it. Forget Greater Seal of Critical Chance and Greater Seal of Critical Damage, they're just useless on Nocturne.

GLYPH

Like Seal Runes, there aren't Glyph Runes who are made just for Nocturne. Take some Greater Glyph of Magic Resist or Greater Glyph of Scaling Magic Resist for some nice magic resist, otherwise take Greater Glyph of Attack Speed (I recommend 3). If you really don't need Magic Resist and don't want Attack Speed, you can get Greater Glyph of Cooldown Reduction for a nice Cool-Down.

QUINTESSENCE

Also here it's a must Greater Quintessence of Desolation. If you don't want Armor Penetration, you have free choice on what taking: Greater Quintessence of Attack Speed, Greater Quintessence of Health (recommended for Bruiser), Greater Quintessence of Attack Damage... But trust me, take Greater Quintessence of Desolation, it's the best choice.

Greater Mark of Desolation


Greater Quintessence of Desolation

Passive = Umbra Blades
Q = Duskbringer
W = Shroud of Darkness
E = Unspeakable Horror
R = Paranoia

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Laner Bruiser Jungle

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Nocturne is a great melee-assassin, but (especially when Jungling) he depends 100% on Duskbringer, which requires a bit experience to be used: Duskbringer is Nocturne's form of Offense (Attack Damage dealt, Bonus Movement Speed to chase, Bonus Attack Damage) and Defense (Bonus Movement Speed to flee, Ignore Unit Collision). When ganking if you land a nice Q on the enemy, it's a pretty sure kill (if correctly combined with Unspeakable Horror and Shroud of Darkness), or at least your opponent will lose life and mana, Flash, Heal, Exhaust or Item Effects.
So Duskbringer has to be maxed out first, at level 9.
Pick Paranoia whenever you can (6,11,16), because it's the Skill which makes Nocturne the coolest Champion in the League, giving you nice Damage, Map Control, and especially it scares the s*it out of everyone.
When Jungling, max Unspeakable Horror (E) first (level 13), because each level increases fear duration, essential in ganks. If in enemy team there are some bad**s like Karthus, or if you simply feel more safe when having your Shroud of Darkness more often (when in enemy team there are maybe Cho' Gath, Darius, Ashe or Ezreal) , I recommend you to start maxing out Shroud of Darkness, to decrease its cooldown.

I usually play Nocturne-Bruiser as solo top, so I recommend you starting with a Doran's Shield (for armor, health and healx5) or Boots + a few Health Potion. Otherwise, instead of Doran's Shield, you can buy a Doran's Blade for Attack Damage instead of armor and life steal instead of Healthx5.
Try to stay in lane until at least level 6. When you recall back, be sure to have at least 850 gold (if you bought Boots at the beginning), to buy Mercury's Treads. If enemy team hasn't got many stuns and stuff like that, go for Ninja Tabi (if they have Tryndamere, Caitlyn, Master Yi etc.) or Berserker's Greaves. If you got fed in early game, I suggest you buying The Brutalizer before upgrading your Boots. If you're not at all feeded, just give up getting The Brutalizer, because you are going to sell it anyway after.
Now you have free choice on what getting first: Frozen Mallet if you want more AD, Warmog's Armor if you want Health, Atma's Impaler only if you bought both Frozen Mallet + Warmog's Armor, Thornmail or Force of Nature and if you have still more gold to spend, sell your The Brutalizer or whatever you don't need and get an Infinity Edge.

ANTI-AD (fed)
Mercury's Treads + The Brutalizer + Warmog's Armor + Atma's Impaler + Thornmail + Frozen Mallet/ Force of Nature/ Infinity Edge/whatever you need.
ANTI-AP (fed)
Mercury's Treads + The Brutalizer + Warmog's Armor + Force of Nature + Atma's Impaler/ Frozen Mallet/ Infinity Edge/ Banshee's Veil/whatever you want

When I play Nocturne as laner (remember, in Ranked Games you will never play Nocturne as laner; and if you want to go solo top, then follow Bruiser build, but remember that Nocturne isn't that good soloing), I always start with Doran's Blade, because it gives me everything I need to stay in lane longer and nice AD, which I have very low because I focused my Runes on Armor Penetration. If you really don't want Doran's Blade, then just get Boots and some Health Potion. Usually I recall back when I have 500 gold, so at level 6 if you haven't done many kills, to get Boots and 2 Health Potion. Second time I recall I always have at least 1500 gold, so I buy The Brutalizer and Berserker's Greaves. If you don't have enough money to buy both, take The Brutalizer first and Berserker's Greaves as soon as you can. By this time of the game, you should already have a few kills. If you don't, start building tanky-like (offtank or bruiser). If you are very feeded, buy a nice B. F. Sword or a Dagger if you're less feeded, and upgrade it as soon as you can to a nice Black Cleaver. This item totally fits Nocturne, because it gives you Atk Speed, Atk Damage and a wonderful passive (on ap-caster, after you attack them 3 times, you should be able to inflict True Damage because you completely remove their Armor). Now you have free choice if getting a Phantom Dancer (for Atk Speed and Critical Chance) or a Bloodthirster (for life steal and Atk Damage). You can complete the build however you prefer: with a Thornmail if you want more sustain in battles, with Infinity Edge if you're legendary, Youmuu's Ghostblade if you don't have much money...

ASSASSIN
Doran's Blade + Berserker's Greaves + The Brutalizer + Phantom Dancer/ Bloodthirster (or both) + Infinity Edge/ Thornmail/ Maw of Malmortius]]...

Nocturne is a fantastic ganker, but he needs some sustain when clearing the Jungle in early game. That's why I don't usually start with Vampiric Scepter, because I need at least 2 or 3 Health Potion to have all the path clear. Start with Cloth Armor and 5 Health Potions: you shouldn't have any problems at all with these items. When you will feel a bit more sure about yourself, you can start with the Boots.
When you finish clearing the jungle, probably you will already have achieved first blood (+400 Gold) or at least a kill and you should have enough money to buy both Boots and Vampiric Scepter (850 Gold). If not, get Boots first and recall as soon as possible to buy Vampiric Scepter. Now keep jungling and ganking until you reach again 850 Gold: enough to buy Wriggle's Lantern. If you're getting fed, after Wriggle's Lantern go for The Brutalizer; if not, get Mercury's Treads first. Get Heart of Gold for the money boost and the health given (in late game you can sell it or just upgrade it to Randuin's Omen). Now you have enough health to stay in team-fights. If you're fed, buy Infinity Edge and complete your build with a Warmog's Armor and you will kick their a**. Otherwise get a Bloodthirster instead of Infinity Edge. Why do I suggest you this build? Because now you deal tons of damage and you even have enough life to stay in fights and get multi kills.

JUNGLER
Wriggle's Lantern + The Brutalizer + Mercury's Treads + Warmog's Armor + Frozen Mallet/ Thornmail + Bloodthirster/ Infinity Edge + Randuin's Omen

Hope you enjoyed my guide,
and may the DARKNESS be with you!