The theory of feedback integrators is extended to handle mechanical systems with nonholonomic constraints with or without symmetry, so as to produce numerical integrators that preserve the nonholonomic constraints as well as other conserved quantities. To extend the feedback integrators, we develop a suitable extension theory for nonholonomic systems, and also a corresponding reduction theory for systems with symmetry. It is then applied to various nonholonomic systems such as the Suslov problem on SO(3), the knife edge, the Chaplygin sleigh, the vertical rolling disk, the roller racer, the Heisenberg system, and the nonholonomic oscillator.