Thanks, Ben, but in this case I need to server even static objects from frontend servers, not backend.

Hi, Igor. Version is nginx/1.0.5
In my common config file I see "expires 24h;" I see no other expires directive.

But wait!
I've commented out "proxy_cache_min_uses" parameters, so it defaults to 1
Now, first request returns a MISS header, but next request DOES returns a "X-Cache-Status: HIT"

Maybe my "problem" was with the proxy_cache_min_uses parameter, as I wasn't making the same request three times?
Humm... not sure, I've refreshed same page about hundreds of times :-)
Now I'm tailing -f both logs and I see all files are server by proxy without taking them from the original backend server

Thanks both for your answers, and sorry for this newbie question :-S