It is understood that there was a great personality by name "Isai Nath" in India. Isai Nath is also a name of Lord Siva. Many of the historians believe that he is non other than Lord Isha Mashi or Jesus Christ of Christian religion.
I dont know much in detail, but it appears that many of the desciples were of European origin and might have adopted Nath as surname at a certain or different point of time.
Also some ancient temples of Lord Siva have been discovered in Russia and Ukrine, If that is true, then possibility of people with Nath surname among Europeans can not be ruled out,.