It's actually a somewhat tricky question. There were Allied POWs in and around both cities, but it took some time to determine what had happened to them. And then, neither the US nor any of the Allies wanted to advertise the fact that their POWs were injured or killed by the atomic bombings. It wasn't hidden or covered up as such, but neither was it investigated or publicized.

The Japanese government has developed a database of those killed by the bombs, and another database of _hibakusha_ -- bomb survivors, people close enough to be injured. But this was problematic in a different way, because for a long time there was a reluctance to acknowledge the suffering of non-Japanese. (Also, hibakusha are entitled to a special status that includes modest pensions and special health care, and there was some reluctance to extend this to Koreans.) In the last generation this has largely broken down, and the Japanese government has acknowledged thousands of Korean hibakusha, smaller numbers of Chinese, and at least one Australian and one Dutch.

In descending numbers, here are the non-Japanese groups that were affected.

1. Koreans. By far the largest group. These were of course not "citizens of Allied nations" -- formally they were Japanese nationals, since Japan had annexed Korea in 1910. In 1945 there were around 2 million Koreans in Japan.

The Koreans break down into two groups. Most Koreans were poor "guest workers" who occupied many of the lowest rungs of Japanese society -- they were disproportionately street cleaners, garbage collectors, coal miners, factory workers, and other dirty, dangerous and low status jobs. They also were disproportionately urban, so almost every Japanese city had some. Hiroshima and Nagasaki were no exceptions. As a result, thousands of Koreans were killed in the two bombings.

Unfortunately, it's not possible to come up with a more exact number than "thousands". The Korean government has claimed up to 20,000, which would be around 10% of all fatalities. The Japanese government has recognized about 3,000 Korean hibakusha. The situation is complicated by poor wartime record keeping, destruction of records by the bombing themselves, and the fact that some Koreans may have "passed" as Japanese both during and after the war. However, it was certainly a large number, and it is still a source of occasional friction between some Korean governments, Japan, and the US. (Specifically, some Korean governments have asked for reparations from Japan and/or an apology from the US. Neither have been forthcoming.)

I said that there were two groups of Koreans. A second group consisted of collaborationists, many of whom served in the Japanese Army, and a few of whom attained high status. Some of these men were killed in the bombings too. The most famous was Yi U, a noble who had been adopted into the former royal family. He was a colonel in the Imperial Japanese Army when he was killed in Hiroshima.

2. Chinese. Exact number of deaths unknown, but probably between a few dozen and a few hundred. Small numbers of Chinese were present in both cities for various reasons. The largest group was enslaved prisoners of war, mostly working in mining. There were also some imported guest workers -- like the Koreans, mostly working in low-status jobs. And finally, there were probably a few visitors -- students, tourists, traders -- from the Chinese collaborationist / puppet regime that was based in Nanjing.

China and Japan have jointly acknowledged the deaths of 33 Chinese citizens, POWs who were enslaved and working in Nagasaki. There's a small memorial to them there. The actual number of Chinese citizen deaths is certainly larger, but will probably never be known for sure. In this case the problem with Japanese records is compounded by even worse problems with Chinese records -- much was destroyed during the puppet regime collapse, and then still more during the chaos of the Chinese Civil War.

3. American. This is known with some precision: 12 Americans were killed, all POWs, all in Hiroshima. They were all bomber crewmen -- some Army, some Navy -- who had parachuted out of damaged planes during bomber raids. Hiroshima seems to have been a regional center for Kenpeitai interrogation of captured pilots, so a disproportionate number of POWs ended up there. About 15 seem to have survived while 12 were killed. Apparently the prisoners were moved around back and forth between the interrogation center (which was close to ground zero) and a holding facility (which was further away), so it was purely a matter of random chance whether they survived or not.

There is an account that two American POWs survived but were then publicly displayed by the Kenpeitai, where they were then stoned to death by an angry mob on the day after the bombing. This appears to have only one source, though, so it can't be confirmed.

It appears that the US military was completely unaware of the presence of US POWs in Hiroshima. When making up the list of target cities for atomic bombings, the presence / absence of POW camps was one factor that was considered. It wasn't the only factor, and it wasn't determinative, but it was at least included in the decision-making process. The first two cities on the list -- Hiroshima and Kokura -- were believed to not have POW camps. The US military was aware of the camp on the island in Nagasaki but believed (correctly) that it would be too far from ground zero to be in serious danger.

4. Other Allied. This is tricky. The best answer appears to be "at least seven" but we may never be completely sure.

There were several hundred Allied POWs in the Nagasaki region in two main POW camps. About 500 were on Koyagi Branch Camp (Fukuoka Camp 2-B), on Koyagi Island in Nagasaki Harbor. This camp was far enough from ground zero that the POWs saw the blast but were not seriously injured. There are a number of dramatic accounts from surviving prisoners of looking through the fence and across the harbor to see the mushroom cloud and the destruction of the city.

However, the other camp -- Nagasaki Mitsubishi Dockyard Branch Camp (Fukuoka Camp 14-B) -- was just on the edge of downtown, around 2 km or 1.2 miles from ground zero. The Mitsubishi camp held about 300 POWs, who were used as slave labor in the Mitsubishi factory in Nagasaki. Of these, it appears that seven died from the immediate / direct effects of the atomic bomb. A .pdf with detailed information about them is available online, but it's in Japanase. Of the seven, it appears that one was British, and three were Dutch (captured in the Japanese invasion of Indonesia in 1942).

However, once again we have the problem with records, so the figure of "seven" can't be considered definitive. The last weeks of WWII were a confusing and terrible time in Japan, and both people and records went missing very easily. Also, it's not clear whether anyone was tracking subsequent deaths by cancer etc. among these prisoners.

One thing we do know is that among the Nagasaki survivors was a Navajo-American enlisted man, Joe Kieyoomia, who had been captured in the Philippines. Kieyoomia thus has a unique distinction: he's the only man to have survived the Bataan Death March and an atomic bombing as well.