othree / nginx-contrib-vim

It's a clone of the vim directory in the offical nginx repository.

nginx-contrib-vim

It's a clone of https://github.com/nginx/nginx/tree/master/contrib/vim.

Then it's easier to use via Vundle:

Plugin 'othree/nginx-contrib-vim'

With lots of modification on syntax.

Have fun. :)

References

http://hg.nginx.org/nginx/file/tip/src/core/ngx_conf_file.c#l502
http://man.openbsd.org/OpenBSD-5.5/nginx.conf.5