text: On August 6, 2003, the Mariners traded Nelson to the Yankees for Armando Benitez. The Yankees lost to the Florida Marlins in the World Series and once again Nelson left the Yankees.
  In , Nelson appeared in 29 games for the Texas Rangers, going 1–2 with a 5.32 ERA. He was on the disabled list twice with an assortment of injuries to his right knee and right elbow.
  Before the  season, the Seattle Mariners signed Nelson to a minor league contract, his third stint with the club.
  In the  offseason, Nelson signed a minor-league contract with the St. Louis Cardinals, but was released before the season began. He was then picked up by the White Sox.
  Surgery
  On June 8, 2006, Nelson announced that he would undergo surgery, to relieve a nerve in his right elbow, that was likely to mark the end of Nelson's active baseball career. Following the operation on his pitching elbow, on May 10, 2007, there was controversy when he tried to sell bone chips from his elbow, removed in the operation, on eBay who cancelled the auction. Nelson, whose daughters attended The Bear Creek School, were going to give half the proceeds to the school and half to the Curtis Williams Foundation.