I also came across the following what will completely drop Nginx server and
PHP / ASP.NET etc Powered by headers.
http {
more_clear_headers 'Server';
more_clear_headers 'X-Powered-By';
http://wiki.nginx.org/HttpHeadersMoreModule#more_clear_headers
Posted at Nginx Forum: http://forum.nginx.org/read.php?2,254125,254126#msg-254126