Which system is associated with the sebaceous glands, skin, hair, and nails?

The integumentary system is the correct choice as it encompasses all the mentioned components: sebaceous glands, skin, hair, and nails. This system serves several vital functions, including protecting the body from external damage, regulating temperature, and providing sensory information. The skin, being the largest organ, plays a crucial role in barrier protection, while the sebaceous glands contribute to the skin's health and moisture through the secretion of sebum. Hair and nails are modifications of the skin that serve additional protective and sensory roles.

In contrast, the endocrine system primarily deals with hormone production and regulation, the immune system is focused on the defense against pathogens, and the circulatory system is responsible for blood and nutrient transport throughout the body. Each of these systems has distinct roles, but they do not encompass the structures associated with the integumentary system.