Although he would never admit it, Nico carries the Mythomagic statue of Hades in a pocket in his aviator jacket at all times.
He had it with him whenever his father locked him in his room in the Underworld. He carried it all throughout the Titan War. It was with him during his time in Tartarus. It was in the pocket while he fought the Giants in the Giant War.
That statue was the only reason he was still sane. It was his only connection to Bianca, her last gift to him. He'd clutched it in his hands as he slowly died in the jar, and it somehow reminded that he wanted to live his life, no matter how worthless it had seemed at the time.