Nagó is, in Haitian Vodou, the name of one of the "nations" (nanchon) of spirits, related to the warrior spirit Ogou. The tradition came to Cuba with Haitian migrants.
According to Wikipedia, devotion to a family of warrior lwa is predominant in eastern Cuba. Haitian Vodou is also practised outside Oriente, including in communities of Haitian descent in Ciego de Ávila. We have not found a separate description of the nagó dance in Cuba in the sources; for Vodou in Cuba, see the Vodú page.