Have you ever noticed how many people say "nother".....?

"A whole 'nother thing" is actually a good English example of what is called tmesis (literally, "cutting"). It's where a word gets split in two, and something relating to it (object, adjective, etc.) gets put in between. So people aren't using "nother" as a word - they're simply splitting the word "another" into two parts, and sticking "whole" in between. This sort of thing happens quite frequently in other languages, but rather rarely in English.