Step 1: Understanding the Concept.
The Nuclear Suppliers Group is a group of nuclear supplier countries that control the export of nuclear material and technology to prevent misuse.
Step 2: Check the options.
Russia, the USA, and Italy are all long-standing members of the NSG. Iran, on the other hand, is not part of this club. In fact, Iran's nuclear programme has been a major reason for NSG-style export controls in the first place.
Step 3: Final Answer.
Iran is not a member of the NSG, so option D is correct.