Dave Dash has posted a configuration that he had shared with him for getting nginx and the symfony framework to work happily together.
I almost gave up on nginx and was going to settle on lighttpd or Apache, but I decided to check the symfony list and in minutes Kiril Angov (Kupokomapa) answered with a working nginx configuration. This is why I like the symfony community.
He includes the config in an easy to use/c&p kind of format so you can drop it into your install and get it up and running quick.