Yay I fixed it:
location ~ \.php$ {
include fastcgi_params;
fastcgi_index index.php;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
fastcgi_pass 127.0.0.1:9000;
fastcgi_intercept_errors on;
error_page 404 /error/404.php;
}
Posted at Nginx Forum: http://forum.nginx.org/read.php?2,189193,190219#msg-190219