Thalamic nuclei have been implicated in neurodegenerative and neuropsychiatric disorders. Normative models for thalamic nuclear volumes have not been proposed thus far. The aim of this work was to establish normative models of thalamic nuclear volumes and subsequently investigate changes in thalamic nuclei in cognitive and psychiatric disorders. Volumes of the bilateral thalami and 12 nuclear regions were generated from T1 MRI data using a novel segmentation method (HIPS-THOMAS) in healthy control subjects (n=2374) and non-control subjects (n=695) with early and late mild cognitive impairment (EMCI, LMCI), Alzheimer's disease (AD), Early psychosis and Schizophrenia, Bipolar disorder, and Attention deficit hyperactivity disorder. Three different normative modelling methods were evaluated while controlling for sex, intracranial volume, and site. Z-scores and extreme z-score deviations were calculated and compared across phenotypes. GAMLSS models performed the best. Statistically significant shifts in z-score distributions consistent with atrophy were observed for most phenotypes. Shifts of progressively increasing magnitude were observed bilaterally from EMCI to AD with larger shifts in the left thalamic regions. Heterogeneous shifts were observed in psychiatric diagnoses with a predilection for the right thalamic regions. Here we present the first normative models of thalamic nuclear volumes and highlight their utility in evaluating heterogenous disorders such as Schizophrenia.