We present a next-to-leading order (NLO) global DGLAP analysis of nuclear parton distribution functions (nPDFs) and their uncertainties. Carrying out an NLO nPDF analysis for the first time with three different types of experimental input -- deep inelastic $ell$+A scattering, Drell-Yan dilepton production in p+$A$ collisions, and inclusive pion production in d+Au and p+p collisions at RHIC -- we find that these data can well be described in a conventional collinear factorization framework. Although the pion production has not been traditionally included in the global analyses, we find that the shape of the nuclear modification factor $R_{rm dAu}$ of the pion $p_T$-spectrum at midrapidity retains sensitivity to the gluon distributions, providing evidence for shadowing and EMC-effect in the nuclear gluons. We use the Hessian method to quantify the nPDF uncertainties which originate from the uncertainties in the data. In this method the sensitivity of $chi^2$ to the variations of the fitting parameters is mapped out to orthogonal error sets which provide a user-friendly way to calculate how the nPDF uncertainties propagate to any factorizable nuclear cross-section. The obtained NLO and LO nPDFs and the corresponding error sets are collected in our new release called {ttfamily EPS09}. These results should find applications in precision analyses of the signatures and properties of QCD matter at the LHC and RHIC.
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