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Alex and Nicky are first seen talking to each other in "Imaginary Enemies", when Alex approaches Nicky, Piper and Trish after they've finished working in construction for the day, and sarcastically asks, "Happy Hour, who's up for Margaritas?". This is the moment where Piper discovers that she has the missing screwdriver in her pocket and runs off, to which Alex calls "What, afraid I'll tell them the pork chop story?". Nicky replies "Yeah, this is fucking weird, okay, I have a pork chop story too. You go first". Later, they meet again in the library, where they talk about casual stuff before moving onto what the story is with Alex and Piper, which Alex refuses to go into, and how much time they have left. Alex starts to get upset at how her life has gone and how she has to be in prison for so long, and Nicky comforts her. They eventually share a hug.
From then on, a friendship is established between them, which is often flirtatious (despite Nicky's friendship with Piper and Alex and Piper's on-again, off-again relationship). In "Can't Fix Crazy", after Piper tells Alex that she chooses Larry over Alex, Alex and Nicky talk in Alex's bunk. Alex is bummed over Piper and Nicky is seemingly still bummed over her ended relationship with Morello. As Alex got Nicky for secret santa and doesn't know what to get her, Nicky says she knows what she wants, and places her hand on Alex's inner thigh. This ends in Nicky fingering Alex behind a poster she had made for Morello. Later, when Piper runs to Alex after being dumped by Larry, Alex tells her "Are you kidding me? Get out. No fucking way". Nicky backs Alex up, saying, "you heard the lady".
As Alex is released in "Thirsty Bird" and does not return to Litchfield (exept for a brief visit with Piper), Alex and Nicky are not seen together in Season Two.