Of the alkali metals, only Li forms nitrides. This is because of lattice energies that only lithium forms a stable oxide and nitride.
When Lithium reacts with nitrogen gas at room temperature (N2), it forms Lithium Nitride (Li3N) which is stable because the lattice energy released from the formation of Li3N is high enough to make the overall reaction exothermic. For other alkali metals (Na, K, Rb, Cs), the lattice energy for the M3N crystal is progressively lesser, and therefore, these compounds are highly unstable or do not form at all.