I don't think they actually called themselves that officially.
The Know-Nothings opposed all political organizations composed exclusively of foreigners and the exclusion of the Bible from government-funded schools; they considered slavery a local, not a national, issue but opposed its extension to new states.
A common enough stand at the time. Also, the state party may have opposed the expansion of slavery to the territories, but it's not in the national platform. Opposition to anything having to do with slavery would have broken the party in two.
As we found out a few days back, Know Nothing sentiment was so weak after the war that some new states admitted to the union allowed foreigners to vote, if they declared that they intended eventually to become citizens.