Weird... In Australia (last I checked at least, maybe it's changed) it's commonly in chocolate, ice cream, and any kind of soft sweet, to the point where it's nigh impossible to get any of the above without it.
Definitely not in anything like a bar of chocolate.
> ice cream
Oddly, this seems to vary a lot by country. It's rare in the US, though. Guar gum is common, though.
Usually nougat uses egg whites so it doesn't need gelatin as a protein. Marshmallows are arguably nougat, though, since they're also sugar bound with protein. Marshmallow cream usually uses egg.
All of the major nougat US candy bars I can find use egg and not gelatin.
I've seen chocolates with marshmallow in them.