Howtoforge posted a tutorial about serving CGI scripts with Nginx on Debian 6/Ubuntu 11.04

This tutorial shows how you can serve CGI scripts (Perl scripts) with nginx on Debian Squeeze/Ubuntu 11.04. While nginx itself does not serve CGI, there are several ways to work around this. I will outline three solutions: the first is to proxy requests for CGI scripts to Thttpd, a small web server that has CGI support, while the second and third solution are very similar - both use a CGI wrapper to serve CGI scripts.

  Serving CGI Scripts With Nginx On Debian Squeeze/Ubuntu 11.04