The Nymphs themselves - so far as I can tell - were not generally worshipped in the manner of the greater Greek deities, such as the Pantheon resident on Mount Olympus.
However, they were almost certainly prayed to and dealt with in a generally animistic manner - for example, wood-cutters would need to placate the resident Dryad in order to cut down a tree, for example.
I don't know of any stone temples erected solely for any nymph (though Greek mythology is not my strong point), though I would certainly expect there to have been various small rural shrines - modest "holy places", decorated with flowers and objects.
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There's one more thing...
If it doesn't harm or bother or cost too much time,
would you search for books of nymph worship?
Double thanks in advance.
On other hand, found any Greek/Hellenic sites for Nymph worship (english text, of course)?
I'm afraid it might take some rather long and dedicated searching for something so specific on that - my personal recommendation would be to watch out for books covering the Theology and Mythology of Ancient Greece, and glean the tidbits that should be presented in them. Any good second hand or clearance bookshops near you?
I know records of Ancient Greek music exists - but as I can't read music anyway, I've never actually chased this up.
As for bookshops - you may be surprised. We've got 2 small "clearance" bookshops here ni Hull, UK, and frankly there are some great bargains to be had. They usually have a strong history/ancient history/religion and mythology section as well. It might be a case of flicking through a few of these to see where it might be referenced - the indexing at the back of the book could be good for that. Are you living in or near any respectably large towns?
Contacting the authors will give you a better result, as they are researching it.
One of the best and most famous stories on Greek myths and conflicts on religion is Euripides Bacchae. Here, the Greek state is brought into direct conflict wth the ecstatic worship of the older Greek legends. Greece was a collection of city states, each one with its own beliefs and peculiarities and the outlying countryside (i.e. more than ten Km from the town - too far to walk in a day with produce), would have been pretty much on their own and here the deities would have been less 'extravagant', more in line with Nymphs etc. but also less well recorded.
The Greeks had city gods (Athena as the most famous), but each family had its own, 'local' god. Temples in Greece tended to be at crossroads and marketplaces, not as seperate entities. The conflict within Greece was wether the spirits of men were in control, so the Nymp worship was not one that the articulators of 'Classical' Greece wanted to articulated (and the conditions have not been condusive to the preservation of wooden artefacts). Better records exist for Northern Greece and Macedonia and Bulgaria, where the pattern seems to have been as Brian said.