We report the NMR of the molecular endofullerenes H2@C60, H2O@C60 and HF@C60 dissolved in the nematic liquid crystal N-(4-methoxybenzylidene)-4-butylaniline (MBBA). The 1H NMR lines of H2 and H2O display a doublet splitting due to residual dipole-dipole coupling. The dipolar splitting depends on temperature in the nematic phase and vanishes above the nematic-isotropic phase transition. The 19F spectrum of HF@C60 dissolved in MBBA displays a doublet splitting in the nematic phase, with contributions from the 1H-19F dipole-dipole coupling and J-coupling. The phenomena are analyzed using a model in which the fullerene cages acquire a geometrical distortion, either through interaction with the liquid crystal environment, or through their interaction with the endohedral molecules. The distorted cages become partially oriented with respect to the liquid crystal director, and the endohedral molecules become partially oriented with respect to the distorted cages.