Ethanalyzer is a useful tool to troubleshoot control plane and traffic destined to switch CPU. Mgmt is the interface to troubleshoot packets that hit the mgmt0 interface. Inbound-low (eth3) is for low priority (ping, telnet, SSH) CPU-bound traffic, and inbound-hi (eth4) is for high priority (Spanning Tree Protocol (STP), Bridge Protocol Data Units, FIP) CPU-bound traffic.

Note: You can use the Display Filter or the Capture Filter as an option.
The Display filter option is preferred on the Nexus 5000, and the Capture Filter is preferred on the Nexus 3000 and Nexus 7000.

Commonly used Display Filters can be found at Wireshark 

Commonly used Capture Filters can be found at Wireshark 

Note: Since the Nexus 5000 uses internal VLANs to forward frames, Ethanlyzer has internal VLANs.
Nexus 5000 forwards frames based on internal VLANs and Ethanalyzer displays the internal VLAN.
When you troubleshoot with Ethanalyzer, the VLAN ID can cause difficulties.
However, you can use the command show system internal fcfwd fwcvidmap cvid in order to determine the mapping. Here is an example.

Further examples are shown at: Nexus 3000/5000/7000 Use of the Ethanalyzer Tool