Forward proxy preserving the domain

[dandv]

Basically, I want to set up a proxy running on example.mydomain.com that
will take any URI, retrieve `example.com$request_uri`, and pass it on to the
client, preserving my example.mydomain.com domain for the client.

So far I have this config:

server {
  server_name example.mydomain.com;
  location / {
    resolver 8.8.8.8;  # why exactly is this necessary?
    proxy_pass http://example.com$request_uri;
  }
}

It works, but what happens is that nginx returns a `HTTP/1.1 301 Moved
Permanently` response, with `Location` set to
http://example.com$request_uri. How is this different from the rewrite
directive, or from `return 301 http://example.com$request_uri` ?

I want instead a straight response of the actual contents at
http://example.com$request_uri. How can I do that?

PS: what in the world are the formatting codes for this forum?
[code]...[/code] doesn't work; not even [b]...[/b] does. Yeah, sorry for not
indenting my code above - no idea how to do it.

Posted at Nginx Forum: http://forum.nginx.org/read.php?2,251449,251449#msg-251449