There is no solution quite as smooth as Sparkle (that I know of).
If you need an easy means of deployment and updating applications, ClickOnce is an option. Unfortunately, it's inflexible (e.g., no per-machine installation instead of per-user), opaque (you have very little influence and clarity and control over how its deployment actually works) and non-standard (the paths it stores the installed app in are unlike anything else on Windows).
Much closer to what you're asking would be ClickThrough, a side project of WiX, but I'm not sure it's still in development (if it is, they should be clearer about that…) — and it would use MSI in any case, not NSIS.
You're likely best off rolling something on your own. I'd love to see a Sparkle-like project for Windows, but nobody seems to have given it a shot thus far.