404 problem

[etrader]

I set error page as
error_page 404 = 404.php;
or
error_page 404 = /404.php;

in both cases, it will load 404.php when visiting a non-existent page in
the main directory as domain.com/not-exist.html; but it will not work
for domain.com/sub-dir/not-exist.html

How I can set Nginx to redirect to 404.php when visiting any missing
page?

Posted at Nginx Forum: http://forum.nginx.org/read.php?2,212060,212060#msg-212060