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; 

       [....]
}

It sounds like you haven't started and configured the backend for Nginx. Start php-fpm and add the following to nginx.conf, in the http context:

server {
    listen 127.0.0.1;
    server_name localhost;

    error_log /var/log/nginx/localhost.error_log info;

    root /var/www/localhost/htdocs;

    location ~ \.php$ {
        fastcgi_pass 127.0.0.1:9000;
        include /etc/nginx/conf.d/*.conf;
        include /etc/nginx/sites-enabled/*;

        fastcgi_intercept_errors        on;
        error_page 404 /error/404.php;
    }
}