In Maine early vital records were recorded at the Town Clerk's office so you have to know where he was born.
Another option is to contact the Maine State Archives and ask if they have any birth records in 1808.
Both sets of parents might be on their marriage license. Those records also were originated & filed at the Town Clerk's office. If the parents names aren't on it, then look for the newspaper announcement of their marriage.
Moses's parents also might be in his newspaper death notice.
I don't think Nancy was born 1806 and died 1811. However in looking for nfo about her parents, most every town has a local historical society. Successful Searching!