Does Nunu's ultimate get cancelled by any crowd control like slow, or only by hard CCs like a snare or stun?
Nunu's Ulti gets canceled by any hard CC, like Knock ups, knock backs, silence, suppression, stun, charm, and polymorph. This is why Banshee's Veil is a popular item on this champ. Slows have no effect on his ultimate, as they do not interrupt anything.
Note that interrupting his ultimate doesn't fully cancel it. Part of the damage will still be dealt. This damage will be between 12.5% and 87.5% of the full damage, depending on how long he was channeling.