When using SSL, you might want to use something like the below nginx config.

• Terminate SSL connection at nginx
• Proxy it internally to Jenkins on port 8080
• Replace the Location Header of Jenkins with https instead of http

Note that the third point is pretty tricky. We use proxy_redirect http:// https://; that corresponds to Apaches's ProxyPassReverse

upstream jenkins {
  server 127.0.0.1:8080 fail_timeout=0;
}

server {
  listen 80 default;
  server_name 127.0.0.1 *.mydomain.com;
  rewrite ^ https://$server_name$request_uri? permanent;
}

server {
  listen 443 default ssl;
  server_name 127.0.0.1 *.mydomain.com;

  ssl_certificate           /etc/ssl/certs/my.crt;
  ssl_certificate_key       /etc/ssl/private/my.key;

  ssl_session_timeout  5m;
  ssl_protocols  SSLv3 TLSv1;
  ssl_ciphers HIGH:!ADH:!MD5;
  ssl_prefer_server_ciphers on;

  # auth_basic            "Restricted";
  # auth_basic_user_file  /home/jenkins/htpasswd;

  location / {
    proxy_set_header Host $http_host;
    proxy_set_header X-Real-IP $remote_addr;
    proxy_set_header X-Forwarded-Proto https;
    proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
    proxy_redirect http:// https://;

    add_header Pragma "no-cache";

    proxy_pass http://jenkins;
  }
}

I am using something similar, but one problem I have encountered - how do you also force 8080 to use ssl ? currently requests on 8080 just bypasses nginx and go straight to jenkins - i want nginx to prompt with basic auth

• nevermind, going to update ip tables to block 8080

@house9: make jenkins listen to 127.0.0.1 / localhost only.

I would humbly like to recommend using a trick like:
sudo cat > jenkins << EOF_JENKINS_EOF
Instead of Crtl-D

@rdegges How do we do it for nginx-php5-fpm