1. Professionalism: Talk to the nurse manager about the situation; is she a sympathetic person? With her input, talk to the employee.
2. Compassion: Tell him that you and others feel bad for him that he is having so many problems, but the workplace is not the best place to air them. Reiterate some options: the church, EAP, etc. Express sympathy and encouragement but remind him he is at work to care about the patients and must put his own problems aside.
Yes, there is a possibility he is embellishing to gain sympathy. That's why you limit the sympathy, steer him toward more appropriate outlets and expect professionalism in the workplace.