TLDR: Regarding water consumption and plain land use, Brazil nuts are the winners, and by far -- at least from the numbers in this old report. However, eating too many Brazil nuts can lead to selenium poisoning.
I think the current answers ignore an important factor: Water consumption. (The question also already is a bit old.) I also included land use data further down, both from here.
According to around page 14 of the report, green + blue water consumption (from rain and from lakes, rivers, tab water and the like) was on global average, between 1996 and 2005:
(in m³ / ton)
Shelled:
- Almonds: 13'080
- Hazelnuts: 9'810
- Ground-nuts*: 3'740
- Walnuts: 7'740
Unshelled:
- Almonds: 6'540
- Brazil nuts: 250 (!)
- Ground-nuts*: 2'620
- Hazelnuts: 4'900
- Walnuts: 4'100
* Ground-nuts = peanuts?
Don't know/same:
- Cashew nuts: 13'770
- Pistachios: 10'700
- Shea nut: 3'360
- Sunflower Seeds: 3'170
(I couldn't find information on Pecans, Macadamia, Mongongo, ...)
Of course, there could have been big changes in production since 2005.
This is water consumption per weight, but I would guess that most nuts have similar calorie-per-weight ratios, so a comparison of these values should make sense. The couple I checked had between 560 to 620 kcal/100g.
Of course, water is only one aspect. Transport and pesticide use would be others. This article covers other aspects, with lots of sources. For example, growing Brazil nuts apparently doesn't destroy but protect the Amazon rainforest[3] (but see this paper, as pointed out by THelper). And Peanuts require few to no pesticides, they say.
Production per area, also from [1], in ton/(yr*hr) - higher is better:
- Cashew nuts: 1.99 / 3.24 = 0.6
- Almonds: 1.57 / 1.63 = 0.96
- Pistachios: 0.47 / 0.45 = 1.0
- Sunflower seed: 25.8 / 21.0 = 1.2
- Ground-nuts: 35.5 / 23.1 = 1.5
- Hazelnuts: 0.74 / 0.51 = 1.5
- Walnuts: 1.35 / 0.61 = 2.2
- Brazil nuts: (No land use, so = infinity. - they apparently grow inside of intact rainforest only )
To make this post even longer, here's a comparison of water consumption, nuts vs. meat.
Numbers are based on the report, 5. below, and other calorie-listing websites which I'd post if this were not beyond my link-posting limit:
(in gallons / kcal)
Edit: Title of the report:
Mekonnen, Hoekstra, 2010: "The green, blue and grey water footprint of crops and derived crop products. Volume 2: Appendices. Value of Water Research Report Series No. 47 "