I have written scripts which I want to get started at user login for all normal users. I have setup
a NIS server and I want this script to get started when any NIS user login in the NIS server.

I had made an entry in /etc/profile but it is not getting started when user is login through NIS clients. For local logins it is getting started properly.

I had also tried doing it through pam modules but the same problem. It is running properly for local users but not working over NIS users.

Kindly explain and please help.

Either I do not understand what your saving here or you have a misconception of NIS. On your NIS-server you have a passwd file which I assume you are mapping. This file is used to authorize users who ssh/telnet into the NIS-server or actually sit at a NIS-server console. Presumably your script is running for all of the above cases.
On another computer you have added +:::::: to that computer's passwd file such that the mapped NIS passwd file is appended to this file. This enables 'NIS users' to log in to THAT computer. Thus your script must be installed on that computer also.
ppd