I have my candidate for this failure. To enable php for many directories in a domain with different root dirs i use if for php not sugested location. By the way it's grate and take me a while to figure ;)

[code]
#php support
if ( $request_filename ~* \.php(.*)$ ) { # is it php?
fastcgi_pass 127.0.0.1:9000;
expires off;
}

fastcgi_index index.php;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
include fastcgi_params;
[/code]
I used if ( $request_filename ~* \.php[b](.*)[/b]$ ) { for capability with apache which inderstands /index.php/someargs as a php file with /someargs arguments - this is used by SMF option to remove ? from adress.
Apparently this led to some bogus queries with images extensions that where passed to fastcgi.

Tu sum up i disabled that option and i'm waiting to see if there are any results. But it shows that we have to work on the way nginx reads the real name of the files. Examples of such links you can see on http://www.gimpuj.info/index.php