Correct way in new versions of nginx

Turn out my first answer to this question was correct at certain time, but it turned into another pitfall - to stay up to date please check Taxing rewrite pitfalls

I have been corrected by many SE users, so the credit goes to them, but more importantly, here is the correct code:

server {
       listen         80;
       server_name    my.domain.com;
       return         301 https://$server_name$request_uri;
}

server {
       listen         443 ssl;
       server_name    my.domain.com;
       # add Strict-Transport-Security to prevent man in the middle attacks
       add_header Strict-Transport-Security "max-age=31536000" always; 

       [....]
}

With Fail2Ban before v0.8.8:

fail2ban-client get YOURJAILNAMEHERE actionunban IPADDRESSHERE

With Fail2Ban v0.8.8 and later:

fail2ban-client set YOURJAILNAMEHERE unbanip IPADDRESSHERE

The hard part is finding the right jail:

1. Use iptables -L -n to find the rule name...
2. ...then use fail2ban-client status | grep "Jail list" | sed -E 's/^[^:]+:[ \t]+//' | sed 's/,//g' to get the actual jail names. The rule name and jail name may not be the same but it should be clear which one is related to which.