Yeah I can get a camera from maya to nuke no problem but it seems to be an error specific to xsi as it doesn't even carry over it's baked animation to maya. I've managed to get aroung it by using a script to export the camera keys which I apply to the nuke camera as a chan file.
My process - export camera from xsi as fbx (with animation turned on - otherwise the camera's focal length value etc does not get stored in the file). This stores the first frame off all the values.
Then export the camera curves as a cc (camera curve) file.
In nuke I create a camera and read in the fbx. Turn off read from file and import cc file as animation (nuke looks for a .chan by default so remember to change it to look for any extension).
Hope this helps anyone who shared my problem.