Just saving an nginx.conf file I found somewhere for a couple ideas on pjax & SSI includes

nginx.conf

user nginx nginx;
worker_processes 1;

error_log /var/log/nginx/error_log info;

events {
        worker_connections 1024;
        use epoll;
}

http {
        include /etc/nginx/mime.types;
        default_type application/octet-stream;

        log_format main
                '$remote_addr - $remote_user [$time_local] '
                '"$request" $status $bytes_sent '
                '"$http_referer" "$http_user_agent" '
                '"$gzip_ratio"';

        client_header_timeout 10m;
        client_body_timeout 10m;
        send_timeout 10m;

        connection_pool_size 256;
        client_header_buffer_size 1k;
        large_client_header_buffers 4 2k;
        request_pool_size 4k;

        gzip on;
        gzip_http_version 1.0;
        gzip_comp_level 5;
        gzip_min_length 512;
        gzip_buffers 4 8k;
        gzip_proxied any;
        gzip_types
                # text/html is always compressed by HttpGzipModule
                text/css
                text/javascript
                text/xml
                text/plain
                text/x-component
                application/javascript
                application/x-javascript
                application/json
                application/xml
                application/rss+xml
                font/truetype
                font/opentype
                application/vnd.ms-fontobject
                image/svg+xml;
        gzip_disable        "MSIE [1-6]\.";
        gzip_vary           on;

        output_buffers 1 32k;
        postpone_output 1460;

        sendfile on;
        tcp_nopush on;
        tcp_nodelay on;

        keepalive_timeout 75 20;

        ignore_invalid_headers on;

        index index.html;

        perl_modules /etc/nginx/perl_lib/;
        perl_require SecureLink.pm;

        server {
                listen 0.0.0.0 default_server;
                server_name flatus.fremnet.net;

                server_name_in_redirect  off;

                gzip_static on;

                access_log /var/log/nginx/flatus.fremnet.net.access_log main;
                error_log /var/log/nginx/flatus.fremnet.net.error_log info;

                root /var/www/flatus.fremnet.net/htdocs;

                ancient_browser_value "ancient.";
                ancient_browser links lynx netscape4;
                ancient_browser "msie 4.0" "msie 5.0" "msie 5.5" "msie 6.0" "msie 7.0" "msie 8.0";

                modern_browser_value "";
                modern_browser unlisted;

                index index.${ancient_browser}html index.html;

                location ~ ^/download/(?<secure>[\w\-=]+,\d+)(?<file>/.*)$ {
                        secure_link $secure;
                        secure_link_md5 $secure_link_expires.$file.SECRET;

                        if ($secure_link = "") {
                                return 403;
                        }

                        if ($secure_link = 0) {
                                return 410;
                        }

                        alias /var/www/$host/downloads$file;
                }
        }

        server {
                server_name bukkit.fremnet.net www.bukkit.fremnet.net;

                access_log /var/log/nginx/bukkit.fremnet.net.access_log main;
                error_log /var/log/nginx/bukkit.fremnet.net.error_log info;

                root /var/www/bukkit.fremnet.net/htdocs;

                charset utf-8;
                add_header "X-UA-Compatible" "IE=Edge,chrome=1";


                # Favicon
                location ~* \.ico$ {
                        expires 1w;
                        access_log off;
                        add_header Cache-Control "public";
                }

                # Media: images, video, audio, HTC, WebFonts
                location ~* \.(?:jpg|jpeg|gif|png|ico|gz|svg|svgz|ttf|otf|woff|eot|mp4|ogg|ogv|webm)$ {
                        expires 1M;
                        access_log off;
                        add_header Cache-Control "public";
                }

                # CSS and Javascript
                location ~* \.(?:css|js)$ {
                        # expires 1y;
                        access_log off;
                        add_header Cache-Control "public";
                }

                error_page 404 /404.html;
                location ~ ^/\d\d\d\.html$ {
                        gzip_static on;
                }

                location ~ ^/p/(?<pjax>.*)$ {
                        ssi on;
                        alias /var/www/$host/htdocs/$pjax;
                }

                location / {
                        ssi on;
                        if ($http_X-PJAX ~ true) {
                                rewrite ^(.*)$ /p$1 last;
                        }
                        if ($arg__pjax ~ true) {
                                rewrite ^(.*)$ /p$1 last;
                        }
                        add_before_body /templates/header.html;
                        add_after_body /templates/footer.html;
                }


                location ~ ^/download/(?<secure>[\w\-=]+,\d+)(?<file>/.*)$ {
                        secure_link $secure;
                        secure_link_md5 $secure_link_expires.$file.SECRET;

                        if ($secure_link = "") {
                                return 403;
                        }

                        if ($secure_link = 0) {
                                return 410;
                        }

                        alias /var/www/$host/downloads$file;
                }
        }


        # SSL example
        #server {
        #       listen 127.0.0.1:443;
        #       server_name localhost;

        #       ssl on;
        #       ssl_certificate /etc/ssl/nginx/nginx.pem;
        #       ssl_certificate_key /etc/ssl/nginx/nginx.key;

        #       access_log /var/log/nginx/localhost.ssl_access_log main;
        #       error_log /var/log/nginx/localhost.ssl_error_log info;

        #       root /var/www/localhost/htdocs;
        #}
}