Material processing apparatuses, such as laser cutting machines, are widely used in the cutting, welding, and heat treating of materials.  A laser-cutting machine generally includes a high-power laser, a nozzle, a gas stream, an optical system, and a computer numeric control (CNC) system.  The laser beam and gas stream pass through an orifice of the nozzle and impinge upon a workpiece.  The laser beam heats the workpiece, which, in conjunction with any chemical reaction between the gas and workpiece material, alters (e.g., liquefies and/or vaporizes) a selected area of the workpiece, allowing an operator to cut or otherwise modify the workpiece.  The laser optics and CNC are used to position the laser beam relative to the workpiece during a cutting operation.  Lasers are frequently used in material processing applications because laser beams can be focused to small spot sizes, thereby achieving the intensity and power density desired to process industrial-strength materials such as metals. 
Cooling of consumables and other components of laser processing systems can improve life and performance of the system, e.g., of the laser head and the consumables.  Some traditional laser nozzles rely on gas cooling systems only.  In such nozzles, a gas is passed through passages coaxial to the laser beam and is directed to impinge upon specific nozzle surfaces to remove excess thermal energy, thereby cooling the nozzle, prolonging life and improving cut quality.  Other laser processing systems include a complex laser head having a series of passageways for cooling liquids (e.g., water) that are integrated into the laser head and designed to circulate to, against, and through the nozzle during operation.  While such a configuration may provide enhanced cooling and performance over other traditional gas-only cooled nozzles, it requires that a great deal of complexity be built into the laser machining head (e.g., formation of liquid passages within the laser machining head and a connection to a liquid supply) and that significant maintenance be performed.  Such prior art configurations also reduce the flexibility and versatility of the laser machining head and system itself, potentially requiring that a laser processing machine be set up for either water cooled or gas cooled cutting and requiring that the laser machining head itself (and not just the consumables) be replaced in order to transition between liquid cooled and gas cooled operations.  Further, high volume circulation of liquids within the laser processing head and nozzle holder may degrade, oxidize, and shorten the life of these systems and components.