On Nginx environment, you may have problem setting up the WordPress custom permalinks since WordPress relies on Apache .htaccess redirects in the default installation.

You can put these codes to your nginx.conf:

location / {
    root /var/www;
    index index.html index.htm index.php;
    if (!-e $request_filename) {
        rewrite ^.*$ /index.php last;
    }
}

It should work with any permalink structures.