Howtoforge posted a tutorial about serving CGI scripts with Nginx on Ubuntu 12.04

This tutorial shows how you can serve CGI scripts (Perl scripts) with nginx on Ubuntu 12.04. 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 Ubuntu 12.04