Nginx 不能直接执行外部可执行程序，如果要让 Nginx 支持 CGI，可以考虑安装 nginx-fcgi：

http://www.nginx.eu/nginx-fcgi.html

当前版本为 nginx-fcgi-0.4.3，需要用到以下  perl 库：

perl-FCGI
perl-Getopt
perl-IO
perl-Socket

安装 perl-FCGI 、perl-FCGI-ProcManager 和 perl-IO-ALL：

wget http://www.cpan.org/modules/by-module/FCGI/FCGI-0.67.tar.gz
tar -zxf FCGI-0.67.tar.gz
cd FCGI-0.67
perl Makefile.PL
make && make install
cd ..

wget http://search.cpan.org/CPAN/authors/id/G/GB/GBJK/FCGI-ProcManager-0.18.tar.gz
tar -zxf FCGI-ProcManager-0.18.tar.gz
cd FCGI-ProcManager-0.18
perl Makefile.PL
make && make install
cd ..

wget http://search.cpan.org/CPAN/authors/id/I/IN/INGY/IO-All-0.39.tar.gz
tar zxf IO-All-0.39.tar.gz
cd IO-All-0.39
perl Makefile.PL
make && make install

安装 nginx-fcgi 脚本：

wget http://www.nginx.eu/nginx-fcgi/nginx-fcgi.txt

mv nginx-fcgi.txt /usr/sbin/nginx-fcgi

chmod +x /usr/sbin/nginx-fcgi

如果不用 sudo 方式运行 nginx-fcgi，请注释掉 nginx-fcgi 脚本中的：

if ( $> == “0″ ) {
print “ ERROR Running as a root! ”;
print “ Suggested not to do so !!! ”;
exit 1;
}

启动 nginx-fcgi：

nginx-fcgi -l /var/log/nginx/nginx-fcgi.log -pid /var/run/nginx-fcgi.pid -S /var/run/nginx-fcgi.sock
chown nginx:nginx /var/run/nginx-fcgi.sock

注意一定要为 socket 添加 nginx 帐户的权限，否则 cgi 会执行失败。

新建 nginx-fcgi 脚本指令配置，直接从 fastcgi_params 复制模板：

cp /etc/nginx/fastcgi_params /etc/nginx/nginx_fcgi_params

去除尾部的：

# PHP only, required if PHP was built with –enable-force-cgi-redirect
fastcgi_param  REDIRECT_STATUS    200;

新建示例 cgi 站点配置：

server {
listen       80;
server_name  test.local;

location ~ ^/cgi-bin/.*.cgi$
{
root           /work/www/test;
fastcgi_index  index.cgi;
fastcgi_param  SCRIPT_FILENAME    $document_root$fastcgi_script_name;
include        nginx_fcgi_params;
fastcgi_read_timeout    5m;
fastcgi_pass   unix:/var/run/nginx-fcgi.sock;
}
}

重启 nginx，大功告成！

2011-02-09 更新：

nginx.eu 打不开了，附上 nginx-fcgi.txt 下载：nginx-fcgi.txt