*Finally* found a meaning for "Nyah". (This question has come up several times in the past on this board, Christine.)
According to this website, "Nyah" is a Swahili name meaning: "Purpose".http://www.celebratingchildren.com/names_n.html
Considering the fact that the actress (Thandie Newton) who portrays the character of Nyah Hall in *Mission: Impossible 2* was born in Zambia, Africa, I'd say that the fictional Nyah Hall's heritage is probably African, too. So the "Nyah" that has suddenly become a popular name because of exposure from that movie may just likely be the Swahili "Nyah" listed at the website above (under the entry: "Nia").