I sense that using "なん" in questions probably makes the question sound more formal:
"どこですか？"
"どこなんですか？" // maybe more formal?
"いつですか？"
"いつなんですか？" // maybe more formal?
"だれですか?"
"だれなんですか？" // maybe more formal?
....
Am I right about this? Maybe this is very similar to the function of [美化語]{びかご}?
But, I don't remember ever seeing this in written Japanese. I suspect that this is just because using fewer characters trumps whatever formality "なん" may, or may not, inject into questions?
Answer
I don't think なん is particularly formal. It's short for なの. If I understand the traditional grammar right, な here is analyzed as 断定の助動詞「だ」の連体形「な」, a form which appears chiefly before the 形式名詞「の」 in constructions such as 「〜なのだ」「〜なので」「〜なのに」「〜なのか」 and so on.
I think it's like this:
どこだ ＋ のだ ＝ どこなのだ
So the difference in meaning is the same you get from adding 〜のだ to a sentence.
If you take the above and change だ to です and add か, then you've almost got your original example. You just need to change の to ん:
どこなのですか → どこなんですか
I think that this の can change to ん before forms of the copula and before the question particle か, but like most reduced forms it's less formal than the full version. It can even be reduced to ん at the end of a sentence in certain dialects, but you should be aware that this is not considered standard Japanese.
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