Nginx

http://www.stevestreeting.com/2012/05/24/apache-to-nginx-part-2/

PHP

NetBSD PHP

The original NetBSD 6.0 nginx.conf has got a line

fastcgi_param  SCRIPT_FILENAME  /scripts$fastcgi_script_name;

This leads to a File not found error page, and the line must be replaced with

fastcgi_param  SCRIPT_FILENAME  $request_filename;

or

fastcgi_param  SCRIPT_FILENAME   $document_root$fastcgi_script_name;

to enable PHP.

Debian PHP

The same error as in NetBSD was observed as Debian 6.0 (Squeeze), the file is:
/etc/nginx/sites-available/default.

The problem is solved by using dotdeb:
http://www.howtoforge.com/installing-php-5.3-nginx-and-php-fpm-on-ubuntu-debian

PHP General

Nginx-php-fpm