Nasti lifted Milan ahead in the 78th minute, the Italian striker taking a pass from Belgian right winger Alexis Saelemaekers and firing an inside right-footed strike into the goal.
Several European sides are playing pre-season tune-ups in US venues ahead of next month's start of their league campaigns.
Norwegian striker Erling Haaland opened the scoring for Manchester City in the 19th minute, but Italian forward Colombo answered for AC Milan in the 30th and 34th minutes to lift the Italian side ahead 2-1 at half-time at Yankee Stadium.
City equalized in the 55th minute when Manchester hometown winger Micah Hamilton crossed the ball from the left side into the box.
English midfielder James McAtee headed the ball into the net, setting the stage for Nasti's decider.
At Los Angeles, Gabriel Martinelli scored for Arsenal in the 81st minute to give the Gunners a 2-1 victory over Manchester United in a friendly at SoFi Stadium.
Danish 21-year-old striker Rasmus Hojlund opened the scoring in the 10th minute for United.
Marcus Rashford lofted a pass down the left wing and Hojlund took the ball and battled Arsenal defender Ayden Heaven into the box, where he got a step ahead and blasted an effort between the legs of Gunners goalkeeper Karl Hein.
Arsenal's Gabriel Jesus netted the equaliser in the 26th minute, the Brazilian tapping in a pass from point-blank range as the Red Devils appealed in vain for an offside call.
Martinelli, who helped Brazil to Tokyo Olympic gold, came in from the left side and flicked in a right-footed shot inside the near post to give Arsenal the win.
Celtic rip Chelsea
Earlier, Japan's Kyogo Furuhashi and Denmark's Matt O'Riley scored first-half goals to power Celtic over Chelsea 4-1.
Luis Palma and Michael Johnston added second-half goals for the Glasgow side, while Christopher Nkunku averted a shutout for the Londoners with an 89th-minute penalty.
Celtic, who beat Man City 4-3 on Tuesday, dominated the match at the University of Notre Dame in South Bend, Indiana.
Celtic seized the lead in the 19th minute on O'Riley's left-footed strike from the right side of the box inside the far post.
An unmarked Furuhashi tapped in a left-footed shot in the 33rd minute from point-blank range off a clever pass from O'Riley to give the Scottish side a 2-0 advantage at half-time.
Honduran striker Palma boosted the lead in the 76th minute and Johnston netted the Hoops' final goal in the 79th.
