I asked a very similar question on the Nashorn mailing list a little while back, here's Sundar's (Nashorn Engineer) reply:
From: A. Sundararajan
To: nashorn-dev@openjdk.java.net
I forgot to add. Nashorn does not contain any builtin module system. But, if a module system is pure JS + Java, it must be possible to run on nashorn.
Nashorn supports "load" (loads scripts from URL, File, resources) and "loadWithNewGlobal" (loads script but into a fresh global scope) primitives in addition to the good old 'eval'. So, it should be possible for any module system to be implemented on top of nashorn in pure JS or perhaps with a bit of Java code.
-Sundar