An (edited) description by Boban Arsenijevic:

Nis (written with a diacritic on the "s" and pronounced "Nish") is the second largest city of Yugoslavia. It is an old town and its Celtic name Naissus means "the town of oreads". It lies on the river of Nisava (again with the diacritic and pronounced Nishava - Celtic Naissa, the river of oreads).
Nis was one of the four cities of tetrarch during the Roman period and several Roman emperors were born in Nis, including Constantine the Great, who chose Nis to be his first capital. There is still the archeological site Mediana, the luxury Roman villa suspected to be Constantine's residence. Other Roman sites, including streets, tunels and ruins of buildings can be seen in the Fortress of Nis that still has Roman walls - during III and IV century the strongest and biggest walls in Europe. The Fortress was later used by Serbian mediaeval state and after the Turkish conquests - by the Turks. A beautiful mosque is very well preserved and now serves as a painting galery.

Links: (mostly by Marta Abrusan, thanks!)