Derrick Callella's appearance in Arizona comes a week after he was released on bond following a hearing in a Santa Ana federal courtroom.
The 42-year-old was arrested by the FBI in Hawthorne last week.
Nancy, who is the mother of TODAY show host Savannah Guthrie, is believed to have been abducted from her Tucson home.
Callella is charged with transmitting a demand for ransom and using a telecommunication device with the intent to abuse, threaten or harass a person.